+30.8%
IR vs SN
+671.3%
-640.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +2.5% | +1.5% | +1.0% | +2.1% |
| 30D | +9.2% | +21.5% | -12.3% | +3.9% |
| 3M | +0.9% | +20.0% | -19.1% | -3.9% |
| 6M | +19.2% | +119.9% | -100.7% | -2.9% |
| YTD | +7.5% | +102.3% | -94.8% | -11.0% |
| 1Y | +11.7% | +148.0% | -136.3% | -11.7% |
| 3Y | +23.9% | +450.0% | -426.1% | -7.2% |
| All | +30.8% | +671.3% | -640.5% | -1.7% |
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