-35.4%
ON vs SN
+671.7%
-707.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -4.1% | +7.6% | -11.7% | -6.3% |
| 30D | -10.2% | +22.4% | -32.7% | -16.1% |
| 3M | -12.7% | +21.7% | -34.4% | -18.7% |
| 6M | -32.5% | +102.8% | -135.4% | -48.2% |
| YTD | +28.6% | +102.4% | -73.9% | -2.1% |
| 1Y | +43.4% | +139.0% | -95.6% | +3.0% |
| 3Y | +3.3% | +440.4% | -437.1% | -34.5% |
| All | -35.4% | +671.7% | -707.1% | -58.9% |
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 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