+439.5%
SN vs A
+44.0%
+395.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +0.9% | +1.9% |
| 7D | +7.2% | -0.1% | +7.3% | +7.2% |
| 30D | +20.4% | +3.4% | +17.0% | +18.3% |
| 3M | +23.9% | +23.8% | +0.1% | +11.5% |
| 6M | +93.0% | +49.0% | +44.0% | +57.4% |
| YTD | +99.2% | +29.4% | +69.8% | +73.3% |
| 1Y | +142.6% | +19.4% | +123.2% | +119.8% |
| 3Y | +398.8% | +66.2% | +332.6% | +293.6% |
| All | +439.5% | +44.0% | +395.5% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling