-6.3%
ORLY vs SN
+141.7%
-148.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.4% |
| 7D | +2.6% | +1.5% | +1.0% | +2.4% |
| 30D | +6.3% | +21.5% | -15.2% | +4.4% |
| 3M | -0.4% | +20.0% | -20.5% | -2.2% |
| 6M | +2.8% | +119.9% | -117.1% | -3.5% |
| YTD | +1.1% | +102.3% | -101.2% | -5.9% |
| 1Y | -6.3% | +148.0% | -154.3% | -13.0% |
| All | -6.3% | +141.7% | -148.0% | -13.0% |
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 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