+178.0%
P vs SN
+681.9%
-503.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.5% |
| 7D | -9.6% | +7.6% | -17.3% | -11.3% |
| 30D | -33.4% | +24.1% | -57.5% | -37.2% |
| 3M | +14.2% | +23.7% | -9.5% | +7.6% |
| 6M | +31.6% | +105.5% | -73.9% | +7.3% |
| YTD | +53.5% | +105.1% | -51.6% | +24.9% |
| 1Y | +14.2% | +148.3% | -134.1% | -12.5% |
| 3Y | +190.5% | +438.7% | -248.2% | +114.4% |
| All | +178.0% | +681.9% | -503.9% | +105.4% |
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 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