+11.2%
P vs SN
+143.5%
-132.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.8% |
| 7D | -9.6% | +7.6% | -17.3% | -10.6% |
| 30D | -33.4% | +24.1% | -57.5% | -35.8% |
| 3M | +14.2% | +23.7% | -9.5% | +10.0% |
| 6M | +31.6% | +105.5% | -73.9% | +15.8% |
| YTD | +53.5% | +105.1% | -51.6% | +40.0% |
| All | +11.2% | +143.5% | -132.3% | +11.2% |
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