+8.9%
MSCI vs SN
+490.7%
-481.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | +0.4% | -9.3% | +9.7% | +1.4% |
| 30D | +0.6% | -4.8% | +5.4% | +1.1% |
| 3M | -7.1% | +40.4% | -47.5% | -10.7% |
| 6M | +0.8% | +50.9% | -50.1% | -4.2% |
| YTD | +1.0% | +54.9% | -54.0% | -4.5% |
| 1Y | +4.3% | +43.0% | -38.7% | -0.6% |
| 3Y | +9.9% | +391.8% | -381.9% | -4.2% |
| All | +8.9% | +490.7% | -481.8% | -5.0% |
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