-22.8%
LYB vs SN
+344.9%
-367.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | +0.3% | -7.3% | +7.5% | +1.3% |
| 30D | +2.5% | -13.6% | +16.1% | +4.3% |
| 3M | +1.4% | +18.6% | -17.2% | -1.8% |
| 6M | -3.5% | +46.0% | -49.5% | -10.6% |
| YTD | +52.0% | +43.7% | +8.3% | +40.6% |
| 1Y | +22.1% | +39.2% | -17.1% | +13.4% |
| 3Y | -22.8% | +306.5% | -329.2% | -43.2% |
| All | -22.8% | +344.9% | -367.7% | -43.2% |
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