-6.5%
IR vs SN
+48.4%
-54.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -13.6% | -5.6% | -8.0% | -12.0% |
| 3M | +3.7% | +48.1% | -44.4% | -10.5% |
| 6M | -13.1% | +57.6% | -70.7% | -27.1% |
| YTD | -5.1% | +56.5% | -61.6% | -20.5% |
| 1Y | -6.5% | +52.6% | -59.0% | -20.3% |
| All | -6.5% | +48.4% | -54.9% | -20.3% |
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 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