+432.7%
SN vs ACI
-32.5%
+465.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +1.4% | -0.5% | +1.8% | +1.4% |
| 30D | +16.6% | +4.9% | +11.7% | +16.3% |
| 3M | +18.3% | +11.1% | +7.2% | +17.6% |
| 6M | +103.1% | -14.9% | +118.0% | +102.9% |
| YTD | +96.7% | -19.6% | +116.3% | +96.8% |
| 1Y | +134.3% | -22.7% | +157.1% | +135.8% |
| 3Y | +425.2% | -31.2% | +456.5% | +436.9% |
| All | +432.7% | -32.5% | +465.2% | +467.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling