+158.9%
SN vs AGI
-1.1%
+160.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.7% | +2.3% |
| 7D | +10.6% | -5.3% | +15.9% | +11.3% |
| 30D | +20.0% | -7.1% | +27.2% | +21.0% |
| 3M | +30.4% | +4.4% | +25.9% | +28.1% |
| 6M | +91.0% | -23.0% | +114.0% | +97.8% |
| YTD | +95.9% | -22.0% | +117.9% | +102.4% |
| 1Y | +158.9% | +0.3% | +158.6% | +154.1% |
| All | +158.9% | -1.1% | +160.0% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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