+455.3%
SN vs ACM
-16.5%
+471.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +0.7% |
| 7D | +7.6% | +6.9% | +0.7% | +4.6% |
| 30D | +24.1% | +19.1% | +5.0% | +15.3% |
| 3M | +23.7% | -6.9% | +30.6% | +27.0% |
| 6M | +105.5% | -12.0% | +117.6% | +115.3% |
| YTD | +105.1% | -25.1% | +130.2% | +129.5% |
| 1Y | +148.3% | -45.4% | +193.7% | +238.4% |
| 3Y | +438.7% | -6.9% | +445.6% | +386.9% |
| All | +455.3% | -16.5% | +471.8% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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