+145.2%
SN vs ADVB
-97.5%
+242.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.7% |
| 7D | +7.2% | -13.9% | +21.1% | +7.0% |
| 30D | +20.4% | -68.1% | +88.5% | +18.9% |
| 3M | +23.9% | -73.4% | +97.3% | +22.2% |
| 6M | +93.0% | -70.8% | +163.8% | +90.7% |
| YTD | +99.2% | -66.1% | +165.3% | +99.0% |
| 1Y | +142.6% | -77.5% | +220.1% | +144.0% |
| All | +145.2% | -97.5% | +242.8% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling