+24.6%
MSCI vs SN
+639.7%
-615.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.6% |
| 7D | +6.0% | +3.8% | +2.2% | +5.6% |
| 30D | +18.2% | +17.5% | +0.7% | +16.1% |
| 3M | +15.1% | +19.2% | -4.1% | +12.8% |
| 6M | +13.7% | +84.9% | -71.2% | +5.9% |
| YTD | +15.6% | +94.0% | -78.4% | +6.6% |
| 1Y | +16.3% | +151.3% | -135.0% | +3.8% |
| 3Y | +36.9% | +387.1% | -350.2% | +16.6% |
| All | +24.6% | +639.7% | -615.1% | +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 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