-16.8%
IR vs SN
+49.1%
-65.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -2.8% | -9.3% | +6.5% | +1.1% |
| 30D | -15.1% | -4.8% | -10.3% | -13.6% |
| 3M | +6.1% | +40.4% | -34.4% | -10.6% |
| 6M | -16.8% | +50.9% | -67.8% | -33.1% |
| All | -16.8% | +49.1% | -65.9% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling