+38.4%
LUV vs SN
+141.7%
-103.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.8% |
| 7D | +1.1% | +1.5% | -0.4% | +0.4% |
| 30D | +14.2% | +21.5% | -7.3% | +5.5% |
| 3M | +0.6% | +20.0% | -19.4% | -6.9% |
| 6M | +15.1% | +119.9% | -104.9% | -19.9% |
| YTD | +10.2% | +102.3% | -92.1% | -22.0% |
| 1Y | +38.4% | +148.0% | -109.5% | -10.3% |
| All | +38.4% | +141.7% | -103.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling