+26.6%
MAR vs SN
+47.1%
-20.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.6% |
| 7D | -0.5% | -3.4% | +2.9% | +0.3% |
| 30D | -4.7% | -9.1% | +4.4% | -2.8% |
| 3M | -15.6% | +31.8% | -47.4% | -21.1% |
| 6M | +1.2% | +52.0% | -50.8% | -9.4% |
| YTD | +7.5% | +51.3% | -43.8% | -3.7% |
| 1Y | +26.6% | +46.9% | -20.2% | +12.7% |
| All | +26.6% | +47.1% | -20.5% | +12.7% |
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