+35.8%
MSCI vs SN
+440.0%
-404.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | +3.0% | +1.5% | +1.5% | +2.8% |
| 30D | +17.8% | +21.5% | -3.7% | +14.7% |
| 3M | +15.2% | +20.0% | -4.9% | +12.2% |
| 6M | +16.5% | +119.9% | -103.4% | +4.2% |
| YTD | +16.4% | +102.3% | -85.9% | +4.7% |
| 1Y | +16.8% | +148.0% | -131.2% | +1.6% |
| 3Y | +35.8% | +450.0% | -414.2% | +6.0% |
| All | +35.8% | +440.0% | -404.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling