+8.9%
O vs SN
+48.4%
-39.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.0% | -5.6% | +3.6% | -1.8% |
| 3M | +3.0% | +48.1% | -45.1% | +1.1% |
| 6M | -3.6% | +57.6% | -61.3% | -5.8% |
| YTD | +12.1% | +56.5% | -44.5% | +9.6% |
| 1Y | +8.9% | +52.6% | -43.7% | +5.0% |
| All | +8.9% | +48.4% | -39.5% | +5.0% |
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