+432.7%
SN vs AGI
+138.6%
+294.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.3% |
| 7D | +1.4% | -7.5% | +8.9% | +2.7% |
| 30D | +16.6% | -9.9% | +26.5% | +18.2% |
| 3M | +18.3% | -14.2% | +32.4% | +20.5% |
| 6M | +103.1% | -35.2% | +138.3% | +115.9% |
| YTD | +96.7% | -25.2% | +122.0% | +102.6% |
| 1Y | +134.3% | -14.3% | +148.7% | +135.8% |
| 3Y | +425.2% | +127.7% | +297.5% | +298.3% |
| All | +432.7% | +138.6% | +294.1% | +305.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling