+138.8%
SN vs ADVB
-97.6%
+236.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.5% | +8.6% | -1.1% |
| 7D | +3.8% | -28.0% | +31.9% | +3.4% |
| 30D | +17.5% | -70.2% | +87.8% | +16.0% |
| 3M | +19.2% | -76.1% | +95.3% | +17.4% |
| 6M | +84.9% | -72.3% | +157.2% | +82.5% |
| YTD | +94.0% | -67.5% | +161.5% | +93.7% |
| 1Y | +151.3% | -78.6% | +229.9% | +152.6% |
| All | +138.8% | -97.6% | +236.5% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling