+13.8%
MSCI vs SN
+136.6%
-122.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.5% |
| 3M | +16.1% | +18.3% | -2.1% | +14.4% |
| 6M | +12.9% | +103.1% | -90.1% | +7.3% |
| YTD | +14.8% | +96.7% | -81.9% | +8.4% |
| 1Y | +13.8% | +134.3% | -120.6% | +4.3% |
| All | +13.8% | +136.6% | -122.8% | +4.3% |
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