+49.4%
ORLY vs SN
+671.3%
-621.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.6% |
| 7D | +2.6% | +1.5% | +1.0% | +2.5% |
| 30D | +6.3% | +21.5% | -15.2% | +5.9% |
| 3M | -0.4% | +20.0% | -20.5% | -0.9% |
| 6M | +2.8% | +119.9% | -117.1% | +1.4% |
| YTD | +1.1% | +102.3% | -101.2% | -0.2% |
| 1Y | -6.3% | +148.0% | -154.3% | -7.6% |
| 3Y | +38.9% | +450.0% | -411.2% | +38.9% |
| All | +49.4% | +671.3% | -621.9% | +50.0% |
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