+148.0%
SN vs AGI
-15.8%
+163.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +1.5% | -10.1% | +11.7% | +3.4% |
| 30D | +21.5% | -6.5% | +28.0% | +22.4% |
| 3M | +20.0% | -12.8% | +32.9% | +22.0% |
| 6M | +119.9% | -34.3% | +154.2% | +134.6% |
| YTD | +102.3% | -25.6% | +127.9% | +110.2% |
| 1Y | +148.0% | -14.2% | +162.2% | +149.1% |
| All | +148.0% | -15.8% | +163.8% | +149.1% |
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