+40.2%
LUV vs SN
+368.4%
-328.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +1.2% |
| 7D | +0.7% | -3.4% | +4.0% | +1.8% |
| 30D | -13.4% | -9.1% | -4.4% | -10.7% |
| 3M | -9.6% | +31.8% | -41.4% | -18.5% |
| 6M | -8.9% | +52.0% | -60.9% | -22.1% |
| YTD | -5.2% | +51.3% | -56.5% | -19.3% |
| 1Y | +27.0% | +46.9% | -19.8% | +8.6% |
| All | +40.2% | +368.4% | -328.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling