+16.5%
O vs SN
+650.0%
-633.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.4% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | +8.3% | +16.6% | -8.3% | +7.4% |
| 3M | -4.0% | +18.3% | -22.2% | -4.9% |
| 6M | -2.6% | +103.1% | -105.7% | -6.3% |
| YTD | +9.9% | +96.7% | -86.8% | +5.8% |
| 1Y | +9.8% | +134.3% | -124.5% | +4.8% |
| 3Y | +39.7% | +425.2% | -385.5% | +24.6% |
| All | +16.5% | +650.0% | -633.5% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling