+37.0%
ORLY vs SN
+368.4%
-331.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | -0.9% |
| 30D | -6.7% | -9.1% | +2.4% | -6.4% |
| 3M | -3.8% | +31.8% | -35.6% | -4.5% |
| 6M | -9.0% | +52.0% | -61.0% | -10.0% |
| YTD | -5.6% | +51.3% | -56.9% | -6.7% |
| 1Y | -19.5% | +46.9% | -66.4% | -20.4% |
| All | +37.0% | +368.4% | -331.4% | +33.2% |
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