+139.0%
SN vs ADVB
-73.6%
+212.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.2% |
| 7D | +7.6% | -4.1% | +11.6% | +7.5% |
| 30D | +22.4% | -60.3% | +82.7% | +20.2% |
| 3M | +21.7% | -73.3% | +95.0% | +18.4% |
| 6M | +102.8% | -65.9% | +168.7% | +100.1% |
| YTD | +102.4% | -63.9% | +166.3% | +108.0% |
| 1Y | +139.0% | -74.1% | +213.1% | +149.9% |
| All | +139.0% | -73.6% | +212.6% | +149.9% |
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