+26.2%
MAR vs SN
+46.4%
-20.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -4.2% | -9.3% | +5.2% | -2.1% |
| 30D | -6.7% | -4.8% | -1.9% | -5.8% |
| 3M | -12.5% | +40.4% | -52.9% | -19.4% |
| 6M | +0.6% | +50.9% | -50.4% | -9.9% |
| YTD | +9.1% | +54.9% | -45.8% | -2.8% |
| 1Y | +26.2% | +43.0% | -16.8% | +13.6% |
| All | +26.2% | +46.4% | -20.2% | +13.6% |
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 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