+39.5%
ORLY vs SN
+476.8%
-437.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | -1.0% |
| 30D | -6.7% | -9.1% | +2.4% | -6.5% |
| 3M | -3.8% | +31.8% | -35.6% | -4.2% |
| 6M | -9.0% | +52.0% | -61.0% | -9.6% |
| YTD | -5.6% | +51.3% | -56.9% | -6.2% |
| 1Y | -19.5% | +46.9% | -66.4% | -20.0% |
| 3Y | +34.7% | +394.9% | -360.2% | +36.7% |
| All | +39.5% | +476.8% | -437.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling