+21.4%
LUV vs SN
+476.8%
-455.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +1.0% |
| 7D | +0.7% | -3.4% | +4.0% | +1.6% |
| 30D | -13.4% | -9.1% | -4.4% | -11.1% |
| 3M | -9.6% | +31.8% | -41.4% | -17.1% |
| 6M | -8.9% | +52.0% | -60.9% | -20.0% |
| YTD | -5.2% | +51.3% | -56.5% | -17.0% |
| 1Y | +27.0% | +46.9% | -19.8% | +11.5% |
| 3Y | +39.6% | +394.9% | -355.3% | +1.8% |
| All | +21.4% | +476.8% | -455.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling