-31.6%
ON vs SN
+650.0%
-681.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.1% |
| 7D | +17.0% | +1.4% | +15.6% | +16.5% |
| 30D | -3.9% | +16.6% | -20.5% | -8.7% |
| 3M | -11.5% | +18.3% | -29.8% | -16.8% |
| 6M | -29.2% | +103.1% | -132.2% | -45.7% |
| YTD | +36.2% | +96.7% | -60.6% | +4.7% |
| 1Y | +49.6% | +134.3% | -84.7% | +8.2% |
| 3Y | +9.4% | +425.2% | -415.8% | -30.0% |
| All | -31.6% | +650.0% | -681.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling