+448.1%
SN vs A
+46.5%
+401.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | +7.6% | +1.4% | +6.2% | +6.9% |
| 30D | +22.4% | +4.3% | +18.1% | +19.9% |
| 3M | +21.7% | +19.8% | +1.9% | +11.2% |
| 6M | +102.8% | +54.4% | +48.5% | +62.6% |
| YTD | +102.4% | +31.7% | +70.7% | +74.6% |
| 1Y | +139.0% | +22.4% | +116.5% | +113.8% |
| 3Y | +440.4% | +67.7% | +372.7% | +323.0% |
| All | +448.1% | +46.5% | +401.5% | +320.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling