+100.0%
NDAQ vs SN
+490.7%
-390.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -2.4% | -9.3% | +6.9% | -1.1% |
| 30D | +2.5% | -4.8% | +7.2% | +3.1% |
| 3M | +9.9% | +40.4% | -30.5% | +4.3% |
| 6M | +9.4% | +50.9% | -41.5% | +2.3% |
| YTD | +0.4% | +54.9% | -54.5% | -6.7% |
| 1Y | +4.0% | +43.0% | -39.0% | -2.4% |
| 3Y | +94.4% | +391.8% | -297.4% | +61.3% |
| All | +100.0% | +490.7% | -390.7% | +66.6% |
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 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