0.0%
ROL vs SN
+671.3%
-671.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.3% | +2.4% |
| 7D | +3.0% | +1.5% | +1.4% | +2.9% |
| 30D | +19.8% | +21.5% | -1.7% | +18.7% |
| 3M | +7.9% | +20.0% | -12.1% | +7.0% |
| 6M | -25.6% | +119.9% | -145.6% | -28.2% |
| YTD | -34.1% | +102.3% | -136.5% | -36.3% |
| 1Y | -31.4% | +148.0% | -179.4% | -34.2% |
| 3Y | +4.7% | +450.0% | -445.3% | -4.6% |
| All | 0.0% | +671.3% | -671.3% | -9.2% |
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 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