+146.2%
SN vs ACM
-45.3%
+191.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.5% | +3.0% | +0.5% | +3.0% |
| 30D | +19.4% | +19.7% | -0.2% | +16.6% |
| 3M | +20.9% | +5.3% | +15.6% | +19.9% |
| 6M | +111.1% | -10.8% | +121.9% | +112.7% |
| YTD | +102.8% | -25.1% | +127.9% | +105.0% |
| 1Y | +146.2% | -45.8% | +192.0% | +149.5% |
| All | +146.2% | -45.3% | +191.4% | +149.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling