+15.5%
MSCI vs SN
+140.3%
-124.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +2.7% | +7.6% | -4.9% | +1.9% |
| 30D | +16.2% | +22.4% | -6.2% | +14.2% |
| 3M | +17.1% | +21.7% | -4.6% | +15.1% |
| 6M | +13.0% | +102.8% | -89.8% | +7.5% |
| YTD | +15.8% | +102.4% | -86.6% | +9.5% |
| 1Y | +15.5% | +139.0% | -123.5% | +7.2% |
| All | +15.5% | +140.3% | -124.8% | +7.2% |
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