+17.4%
IR vs SN
+490.7%
-473.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -2.8% | -9.3% | +6.5% | -0.5% |
| 30D | -15.1% | -4.8% | -10.3% | -14.2% |
| 3M | +6.1% | +40.4% | -34.4% | -3.0% |
| 6M | -16.8% | +50.9% | -67.8% | -25.6% |
| YTD | -3.5% | +54.9% | -58.5% | -14.4% |
| 1Y | -3.5% | +43.0% | -46.5% | -13.2% |
| 3Y | +9.5% | +391.8% | -382.4% | -11.3% |
| All | +17.4% | +490.7% | -473.3% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling