+147.7%
P vs SN
+389.7%
-241.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +6.5% | -9.3% | +15.9% | +9.7% |
| 30D | +18.8% | -4.8% | +23.6% | +20.4% |
| 3M | +26.7% | +40.4% | -13.7% | +12.4% |
| 6M | +62.2% | +50.9% | +11.2% | +38.9% |
| YTD | +48.5% | +54.9% | -6.4% | +26.3% |
| 1Y | +26.4% | +43.0% | -16.6% | +9.7% |
| All | +147.7% | +389.7% | -241.9% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling