+125.0%
NDAQ vs SN
+650.0%
-525.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | +16.2% | +16.6% | -0.4% | +13.6% |
| 3M | +14.0% | +18.3% | -4.3% | +11.0% |
| 6M | +22.3% | +103.1% | -80.8% | +9.6% |
| YTD | +13.0% | +96.7% | -83.7% | +1.3% |
| 1Y | +24.0% | +134.3% | -110.3% | +7.9% |
| 3Y | +117.1% | +425.2% | -308.1% | +74.4% |
| All | +125.0% | +650.0% | -525.0% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling