+36.6%
PSA vs SN
+659.6%
-622.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.2% |
| 7D | +3.9% | +7.2% | -3.3% | +3.0% |
| 30D | +19.7% | +20.4% | -0.7% | +17.0% |
| 3M | +4.3% | +23.9% | -19.7% | +1.5% |
| 6M | +11.4% | +93.0% | -81.7% | +2.5% |
| YTD | +33.9% | +99.2% | -65.3% | +22.4% |
| 1Y | +28.3% | +142.6% | -114.3% | +14.7% |
| 3Y | +53.5% | +398.8% | -345.3% | +25.5% |
| All | +36.6% | +659.6% | -622.9% | +10.9% |
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 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