+24.4%
LUV vs SN
+490.7%
-466.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | +0.4% | -9.3% | +9.8% | +3.2% |
| 30D | -18.4% | -4.8% | -13.6% | -17.4% |
| 3M | -3.2% | +40.4% | -43.6% | -12.9% |
| 6M | -14.8% | +50.9% | -65.8% | -25.1% |
| YTD | -2.9% | +54.9% | -57.8% | -15.6% |
| 1Y | +29.6% | +43.0% | -13.4% | +14.5% |
| 3Y | +35.2% | +391.8% | -356.6% | -2.0% |
| All | +24.4% | +490.7% | -466.3% | -9.6% |
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