-4.4%
ON vs SN
+397.9%
-402.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | -11.7% | +7.2% | -18.9% | -14.2% |
| 30D | -23.3% | +20.4% | -43.7% | -29.1% |
| 3M | -19.2% | +23.9% | -43.1% | -26.7% |
| 6M | -40.1% | +93.0% | -133.2% | -56.3% |
| YTD | +16.9% | +99.2% | -82.3% | -17.0% |
| 1Y | +29.7% | +142.6% | -112.9% | -16.2% |
| 3Y | -4.4% | +398.8% | -403.2% | -55.4% |
| All | -4.4% | +397.9% | -402.3% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling