+18.1%
PSA vs SN
+476.8%
-458.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -2.2% | -3.4% | +1.2% | -1.8% |
| 30D | -9.6% | -9.1% | -0.5% | -8.6% |
| 3M | -7.9% | +31.8% | -39.7% | -11.1% |
| 6M | -2.0% | +52.0% | -54.0% | -7.3% |
| YTD | +15.7% | +51.3% | -35.5% | +9.4% |
| 1Y | +5.8% | +46.9% | -41.1% | +0.1% |
| 3Y | +21.6% | +394.9% | -373.4% | +1.8% |
| All | +18.1% | +476.8% | -458.7% | -0.9% |
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