-1.6%
ORLY vs SN
+156.5%
-158.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.2% |
| 7D | +2.1% | +10.6% | -8.5% | +1.2% |
| 30D | +10.1% | +20.0% | -10.0% | +8.3% |
| 3M | +0.6% | +30.4% | -29.8% | -1.9% |
| 6M | -1.7% | +91.0% | -92.7% | -6.5% |
| YTD | +1.2% | +95.9% | -94.7% | -4.8% |
| 1Y | -1.6% | +158.9% | -160.5% | -7.4% |
| All | -1.6% | +156.5% | -158.1% | -7.4% |
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 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