+447.8%
SN vs ACI
-33.0%
+480.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | +1.5% | +2.3% | -0.7% | +1.4% |
| 30D | +21.5% | +1.2% | +20.3% | +21.4% |
| 3M | +20.0% | +6.8% | +13.3% | +19.5% |
| 6M | +119.9% | -18.7% | +138.7% | +120.5% |
| YTD | +102.3% | -20.2% | +122.5% | +102.4% |
| 1Y | +148.0% | -23.7% | +171.7% | +149.8% |
| 3Y | +450.0% | -31.6% | +481.6% | +462.1% |
| All | +447.8% | -33.0% | +480.8% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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