+152.6%
P vs SN
+639.7%
-487.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.0% | -15.4% | -16.2% |
| 7D | -31.9% | +3.8% | -35.7% | -32.6% |
| 30D | -36.5% | +17.5% | -54.1% | -39.3% |
| 3M | +11.6% | +19.2% | -7.6% | +6.1% |
| 6M | +25.2% | +84.9% | -59.7% | +5.0% |
| YTD | +39.4% | +94.0% | -54.6% | +15.0% |
| 1Y | -3.7% | +151.3% | -155.0% | -26.8% |
| 3Y | +167.3% | +387.1% | -219.8% | +99.9% |
| All | +152.6% | +639.7% | -487.1% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling