+37.4%
GOOG vs SN
+47.2%
-9.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.7% |
| 7D | -1.6% | -3.4% | +1.8% | -1.1% |
| 30D | -7.7% | -9.1% | +1.4% | -6.7% |
| 3M | -9.3% | +31.8% | -41.1% | -13.4% |
| 6M | +7.4% | +52.0% | -44.6% | -0.3% |
| YTD | +4.9% | +51.3% | -46.4% | -2.5% |
| All | +37.4% | +47.2% | -9.7% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling