+21.0%
PSA vs SN
+490.7%
-469.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -9.3% | +5.7% | -2.6% |
| 30D | -7.7% | -4.8% | -2.9% | -7.3% |
| 3M | -0.6% | +40.4% | -41.0% | -4.9% |
| 6M | -0.9% | +50.9% | -51.9% | -6.3% |
| YTD | +18.7% | +54.9% | -36.3% | +11.8% |
| 1Y | +7.6% | +43.0% | -35.4% | +2.2% |
| 3Y | +23.7% | +391.8% | -368.2% | +3.3% |
| All | +21.0% | +490.7% | -469.6% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling