+439.5%
SN vs ACI
-34.5%
+474.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.9% |
| 7D | +7.2% | -2.2% | +9.4% | +7.3% |
| 30D | +20.4% | +10.3% | +10.1% | +19.8% |
| 3M | +23.9% | +7.2% | +16.7% | +23.4% |
| 6M | +93.0% | -18.0% | +111.1% | +93.3% |
| YTD | +99.2% | -22.0% | +121.2% | +99.6% |
| 1Y | +142.6% | -23.4% | +166.0% | +143.6% |
| 3Y | +398.8% | -35.8% | +434.6% | +415.2% |
| All | +439.5% | -34.5% | +474.0% | +476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling