+145.5%
PSX vs SN
+659.6%
-514.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | -13.1% | +7.2% | -20.3% | -13.8% |
| 30D | -9.5% | +20.4% | -29.9% | -11.5% |
| 3M | +20.2% | +23.9% | -3.7% | +16.9% |
| 6M | +44.9% | +93.0% | -48.1% | +31.8% |
| YTD | +94.4% | +99.2% | -4.8% | +74.4% |
| 1Y | +83.1% | +142.6% | -59.5% | +57.7% |
| 3Y | +132.2% | +398.8% | -266.6% | +85.3% |
| All | +145.5% | +659.6% | -514.1% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling