+47.6%
ON vs SN
+156.5%
-108.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.8% |
| 7D | -5.8% | +10.6% | -16.4% | -8.1% |
| 30D | -17.1% | +20.0% | -37.1% | -20.8% |
| 3M | -11.8% | +30.4% | -42.2% | -18.0% |
| 6M | -30.2% | +91.0% | -121.2% | -44.2% |
| YTD | +31.6% | +95.9% | -64.4% | 0.0% |
| 1Y | +47.6% | +158.9% | -111.3% | -4.9% |
| All | +47.6% | +156.5% | -108.9% | -4.9% |
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