+83.3%
PSX vs SN
+139.6%
-56.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.1% |
| 7D | -7.8% | +7.6% | -15.4% | -6.7% |
| 30D | -9.9% | +22.4% | -32.3% | -6.7% |
| 3M | +16.9% | +21.7% | -4.7% | +21.2% |
| 6M | +48.0% | +102.8% | -54.9% | +64.8% |
| YTD | +98.3% | +102.4% | -4.1% | +119.1% |
| All | +83.3% | +139.6% | -56.3% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling