+319.5%
SN vs A
+24.1%
+295.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -9.3% | -1.9% | -7.4% | -8.4% |
| 30D | -4.8% | +6.9% | -11.7% | -7.9% |
| 3M | +40.4% | +9.2% | +31.2% | +34.2% |
| 6M | +50.9% | +25.7% | +25.3% | +33.9% |
| YTD | +54.9% | +11.5% | +43.4% | +45.0% |
| 1Y | +43.0% | +18.4% | +24.7% | +28.6% |
| 3Y | +391.8% | +26.6% | +365.2% | +309.1% |
| All | +319.5% | +24.1% | +295.4% | +249.1% |
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