+440.4%
SN vs ACM
-7.4%
+447.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +7.6% | +6.6% | +0.9% | +4.7% |
| 30D | +22.4% | +19.8% | +2.7% | +13.7% |
| 3M | +21.7% | -3.1% | +24.8% | +22.7% |
| 6M | +102.8% | -11.5% | +114.3% | +111.8% |
| YTD | +102.4% | -24.7% | +127.1% | +125.5% |
| 1Y | +139.0% | -45.1% | +184.0% | +225.1% |
| 3Y | +440.4% | -8.9% | +449.3% | +418.2% |
| All | +440.4% | -7.4% | +447.8% | +418.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling