+161.6%
P vs SN
+659.6%
-498.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.9% | +2.9% |
| 7D | -23.8% | +7.2% | -31.0% | -25.2% |
| 30D | -36.6% | +20.4% | -57.0% | -39.8% |
| 3M | +10.9% | +23.9% | -13.0% | +4.4% |
| 6M | +30.0% | +93.0% | -63.1% | +7.7% |
| YTD | +44.4% | +99.2% | -54.9% | +18.3% |
| 1Y | +3.9% | +142.6% | -138.7% | -20.0% |
| 3Y | +176.6% | +398.8% | -222.2% | +105.5% |
| All | +161.6% | +659.6% | -498.0% | +94.6% |
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