+158.9%
SN vs ADVB
-76.7%
+235.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.7% | +4.0% |
| 7D | +10.6% | -29.5% | +40.2% | +9.8% |
| 30D | +20.0% | -66.9% | +86.9% | +17.2% |
| 3M | +30.4% | -73.7% | +104.1% | +26.9% |
| 6M | +91.0% | -64.8% | +155.7% | +89.2% |
| YTD | +95.9% | -64.0% | +160.0% | +101.7% |
| 1Y | +158.9% | -77.0% | +235.9% | +173.2% |
| All | +158.9% | -76.7% | +235.6% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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