+25.1%
RF vs SN
+156.5%
-131.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.6% |
| 7D | +2.3% | +10.6% | -8.4% | +0.1% |
| 30D | +7.2% | +20.0% | -12.8% | +3.2% |
| 3M | -8.2% | +30.4% | -38.6% | -13.6% |
| 6M | +7.0% | +91.0% | -84.0% | -8.9% |
| YTD | +10.3% | +95.9% | -85.6% | -7.4% |
| 1Y | +25.1% | +158.9% | -133.8% | -3.2% |
| All | +25.1% | +156.5% | -131.4% | -3.2% |
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