+11.3%
O vs SN
+156.5%
-145.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.8% |
| 7D | +5.8% | +10.6% | -4.8% | +5.3% |
| 30D | +10.7% | +20.0% | -9.4% | +9.8% |
| 3M | -4.5% | +30.4% | -34.9% | -5.6% |
| 6M | -4.1% | +91.0% | -95.1% | -6.9% |
| YTD | +9.8% | +95.9% | -86.1% | +6.6% |
| 1Y | +11.3% | +158.9% | -147.6% | +7.9% |
| All | +11.3% | +156.5% | -145.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling