+119.9%
NDAQ vs SN
+397.9%
-278.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.2% |
| 7D | +0.8% | +7.2% | -6.3% | -0.4% |
| 30D | +16.5% | +20.4% | -3.9% | +12.8% |
| 3M | +13.5% | +23.9% | -10.4% | +9.1% |
| 6M | +20.9% | +93.0% | -72.1% | +7.3% |
| YTD | +11.4% | +99.2% | -87.8% | -2.4% |
| 1Y | +25.9% | +142.6% | -116.7% | +5.9% |
| 3Y | +119.9% | +398.8% | -278.9% | +64.6% |
| All | +119.9% | +397.9% | -278.1% | +64.6% |
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