+87.9%
PSX vs SN
+143.5%
-55.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +3.4% |
| 7D | -8.0% | +7.6% | -15.6% | -6.8% |
| 30D | -9.0% | +24.1% | -33.1% | -5.7% |
| 3M | +24.7% | +23.7% | +1.0% | +29.7% |
| 6M | +49.3% | +105.5% | -56.2% | +67.0% |
| YTD | +100.2% | +105.1% | -4.9% | +122.4% |
| All | +87.9% | +143.5% | -55.6% | +104.7% |
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