+21.4%
LUV vs SN
+453.9%
-432.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.2% |
| 7D | -0.1% | -7.2% | +7.1% | +2.1% |
| 30D | -14.6% | -13.4% | -1.2% | -11.1% |
| 3M | -5.7% | +26.8% | -32.5% | -12.6% |
| 6M | -8.4% | +44.6% | -53.0% | -18.5% |
| YTD | -5.1% | +45.3% | -50.4% | -16.0% |
| 1Y | +26.6% | +40.1% | -13.5% | +12.6% |
| 3Y | +39.7% | +375.3% | -335.6% | +3.0% |
| All | +21.4% | +453.9% | -432.5% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling