+50.6%
LYB vs SN
+156.5%
-105.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -3.7% |
| 7D | -6.2% | +10.6% | -16.8% | -3.8% |
| 30D | +6.3% | +20.0% | -13.7% | +11.2% |
| 3M | +4.1% | +30.4% | -26.3% | +11.6% |
| 6M | -15.5% | +91.0% | -106.5% | -0.2% |
| YTD | +50.2% | +95.9% | -45.7% | +80.9% |
| 1Y | +50.6% | +158.9% | -108.3% | +86.1% |
| All | +50.6% | +156.5% | -105.9% | +86.1% |
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 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