+319.5%
SN vs ACM
-21.2%
+340.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -9.3% | -3.7% | -5.6% | -7.8% |
| 30D | -4.8% | -11.1% | +6.3% | -0.2% |
| 3M | +40.4% | -8.0% | +48.4% | +44.3% |
| 6M | +50.9% | -29.7% | +80.6% | +77.1% |
| YTD | +54.9% | -29.4% | +84.3% | +78.0% |
| 1Y | +43.0% | -46.4% | +89.5% | +93.1% |
| 3Y | +391.8% | -22.3% | +414.2% | +379.9% |
| All | +319.5% | -21.2% | +340.7% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling