+158.9%
SN vs A
+24.4%
+134.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.8% |
| 7D | +10.6% | -2.4% | +13.0% | +11.6% |
| 30D | +20.0% | +3.6% | +16.4% | +18.4% |
| 3M | +30.4% | +27.5% | +2.9% | +19.1% |
| 6M | +91.0% | +58.5% | +32.5% | +59.9% |
| YTD | +95.9% | +31.2% | +64.8% | +71.0% |
| 1Y | +158.9% | +22.2% | +136.7% | +133.4% |
| All | +158.9% | +24.4% | +134.5% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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