+162.6%
PSX vs SN
+650.0%
-487.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.0% |
| 7D | +6.4% | +1.4% | +5.0% | +6.2% |
| 30D | -10.2% | +16.6% | -26.8% | -11.9% |
| 3M | +17.2% | +18.3% | -1.1% | +14.6% |
| 6M | +51.8% | +103.1% | -51.3% | +36.9% |
| YTD | +108.0% | +96.7% | +11.3% | +86.8% |
| 1Y | +96.1% | +134.3% | -38.2% | +70.0% |
| 3Y | +155.9% | +425.2% | -269.4% | +103.9% |
| All | +162.6% | +650.0% | -487.4% | +108.5% |
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