+88.3%
RF vs SN
+389.7%
-301.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.3% | -9.3% | +10.6% | +3.8% |
| 30D | -3.6% | -4.8% | +1.2% | -2.6% |
| 3M | +8.1% | +40.4% | -32.3% | -1.8% |
| 6M | +11.5% | +50.9% | -39.5% | -1.2% |
| YTD | +15.6% | +54.9% | -39.4% | +1.4% |
| 1Y | +15.7% | +43.0% | -27.3% | +3.3% |
| All | +88.3% | +389.7% | -301.3% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling