+139.4%
GM vs SN
+673.1%
-533.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | +3.5% | -7.3% | -4.5% |
| 30D | +7.9% | +19.4% | -11.5% | +3.8% |
| 3M | -0.3% | +20.9% | -21.2% | -4.7% |
| 6M | +18.6% | +111.1% | -92.5% | -0.7% |
| YTD | +10.0% | +102.8% | -92.8% | -7.4% |
| 1Y | +25.9% | +146.2% | -120.3% | +1.6% |
| 3Y | +241.2% | +441.4% | -200.2% | +154.2% |
| All | +139.4% | +673.1% | -533.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling