+187.9%
P vs SN
+673.1%
-485.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -4.7% | +3.5% | -8.2% | -5.5% |
| 30D | -31.4% | +19.4% | -50.9% | -34.7% |
| 3M | -2.6% | +20.9% | -23.5% | -7.8% |
| 6M | +21.9% | +111.1% | -89.2% | -1.2% |
| YTD | +58.9% | +102.8% | -43.9% | +29.7% |
| 1Y | +21.7% | +146.2% | -124.4% | -6.6% |
| 3Y | +193.3% | +441.4% | -248.1% | +117.1% |
| All | +187.9% | +673.1% | -485.2% | +113.3% |
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