+112.8%
MAR vs SN
+659.6%
-546.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.8% |
| 7D | +4.3% | +7.2% | -2.9% | +2.8% |
| 30D | +16.8% | +20.4% | -3.6% | +12.2% |
| 3M | +16.0% | +23.9% | -7.9% | +10.5% |
| 6M | +16.5% | +93.0% | -76.6% | +0.5% |
| YTD | +35.0% | +99.2% | -64.2% | +15.2% |
| 1Y | +49.4% | +142.6% | -93.2% | +22.3% |
| 3Y | +124.1% | +398.8% | -274.7% | +70.3% |
| All | +112.8% | +659.6% | -546.8% | +61.1% |
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 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