+27.6%
IR vs SN
+397.9%
-370.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.6% |
| 7D | +3.7% | +7.2% | -3.5% | +1.4% |
| 30D | +7.4% | +20.4% | -12.9% | +1.3% |
| 3M | -5.9% | +23.9% | -29.8% | -12.4% |
| 6M | +5.6% | +93.0% | -87.5% | -15.2% |
| YTD | +4.8% | +99.2% | -94.4% | -17.1% |
| 1Y | +6.9% | +142.6% | -135.7% | -20.5% |
| 3Y | +27.6% | +398.8% | -371.2% | -19.9% |
| All | +27.6% | +397.9% | -370.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling