-69.7%
RAM vs SN
+60.1%
-129.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +4.1% | -14.4% | -8.8% |
| 7D | -31.3% | +10.6% | -41.9% | -28.7% |
| 30D | -49.4% | +20.0% | -69.4% | -46.3% |
| 3M | -41.4% | +30.4% | -71.7% | -33.8% |
| All | -69.7% | +60.1% | -129.8% | -57.1% |
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 · Available span rolling