+48.4%
MAR vs SN
+141.7%
-93.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.2% |
| 30D | +13.8% | +21.5% | -7.7% | +8.1% |
| 3M | +20.3% | +20.0% | +0.2% | +14.4% |
| 6M | +21.3% | +119.9% | -98.6% | -3.2% |
| YTD | +37.2% | +102.3% | -65.1% | +11.1% |
| 1Y | +48.4% | +148.0% | -99.5% | +13.4% |
| All | +48.4% | +141.7% | -93.3% | +13.4% |
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