+24.3%
P vs SN
+136.6%
-112.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +3.8% |
| 7D | +17.8% | +1.4% | +16.4% | +17.6% |
| 30D | -29.9% | +16.6% | -46.5% | -31.6% |
| 3M | -1.2% | +18.3% | -19.4% | -4.0% |
| 6M | +32.1% | +103.1% | -70.9% | +17.6% |
| YTD | +64.3% | +96.7% | -32.4% | +53.1% |
| 1Y | +24.3% | +134.3% | -110.1% | +30.0% |
| All | +24.3% | +136.6% | -112.3% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling