+142.2%
SN vs ACI
-23.2%
+165.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +3.0% |
| 7D | +7.6% | -5.9% | +13.5% | +7.4% |
| 30D | +24.1% | +7.2% | +16.9% | +24.6% |
| 3M | +23.7% | +8.8% | +14.9% | +24.4% |
| 6M | +105.5% | -17.2% | +122.7% | +97.6% |
| YTD | +105.1% | -21.3% | +126.4% | +94.0% |
| All | +142.2% | -23.2% | +165.4% | +129.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling