+69.4%
MAR vs SN
+476.8%
-407.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.5% |
| 7D | -0.5% | -3.4% | +2.9% | +0.2% |
| 30D | -4.7% | -9.1% | +4.4% | -2.9% |
| 3M | -15.6% | +31.8% | -47.4% | -20.7% |
| 6M | +1.2% | +52.0% | -50.8% | -8.2% |
| YTD | +7.5% | +51.3% | -43.8% | -2.6% |
| 1Y | +26.6% | +46.9% | -20.2% | +15.0% |
| 3Y | +66.0% | +394.9% | -329.0% | +33.4% |
| All | +69.4% | +476.8% | -407.4% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling