+23.8%
MSCI vs SN
+650.0%
-626.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.2% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | +16.2% | +16.6% | -0.4% | +14.2% |
| 3M | +16.1% | +18.3% | -2.1% | +13.8% |
| 6M | +12.9% | +103.1% | -90.1% | +4.0% |
| YTD | +14.8% | +96.7% | -81.9% | +5.7% |
| 1Y | +13.8% | +134.3% | -120.6% | +2.4% |
| 3Y | +31.2% | +425.2% | -394.0% | +11.5% |
| All | +23.8% | +650.0% | -626.2% | +5.1% |
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