-19.5%
LYB vs SN
+496.6%
-516.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +9.5% | -5.6% | +15.1% | +10.2% |
| 3M | +1.3% | +48.1% | -46.8% | -4.6% |
| 6M | -1.7% | +57.6% | -59.4% | -9.1% |
| YTD | +54.1% | +56.5% | -2.4% | +42.2% |
| 1Y | +25.7% | +52.6% | -26.9% | +16.2% |
| 3Y | -20.9% | +412.0% | -432.9% | -38.9% |
| All | -19.5% | +496.6% | -516.1% | -37.2% |
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 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