+136.3%
GM vs SN
+490.7%
-354.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | +1.9% | -9.3% | +11.3% | +4.1% |
| 30D | -1.4% | -4.8% | +3.4% | -0.4% |
| 3M | +5.9% | +40.4% | -34.5% | -2.6% |
| 6M | +12.4% | +50.9% | -38.6% | +1.3% |
| YTD | +8.6% | +54.9% | -46.3% | -2.8% |
| 1Y | +52.6% | +43.0% | +9.6% | +38.2% |
| 3Y | +169.7% | +391.8% | -222.2% | +113.8% |
| All | +136.3% | +490.7% | -354.3% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling