+439.5%
SN vs ACM
-20.6%
+460.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.2% | +5.4% | +1.8% | +4.9% |
| 30D | +20.4% | +15.1% | +5.3% | +13.5% |
| 3M | +23.9% | -10.5% | +34.4% | +29.3% |
| 6M | +93.0% | -19.7% | +112.7% | +111.2% |
| YTD | +99.2% | -28.8% | +128.1% | +127.8% |
| 1Y | +142.6% | -47.9% | +190.5% | +236.7% |
| 3Y | +398.8% | -12.4% | +411.2% | +363.7% |
| All | +439.5% | -20.6% | +460.1% | +424.1% |
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