-34.1%
ON vs SN
+671.3%
-705.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.5% | -4.5% |
| 7D | +12.2% | +1.5% | +10.7% | +11.7% |
| 30D | -3.1% | +21.5% | -24.6% | -9.3% |
| 3M | -12.9% | +20.0% | -32.9% | -18.5% |
| 6M | -38.6% | +119.9% | -158.5% | -54.1% |
| YTD | +31.2% | +102.3% | -71.1% | -0.1% |
| 1Y | +47.6% | +148.0% | -100.3% | +4.6% |
| 3Y | +6.6% | +450.0% | -443.4% | -32.4% |
| All | -34.1% | +671.3% | -705.3% | -58.1% |
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