+40.1%
SN vs AGI
+9.5%
+30.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -3.3% |
| 7D | -7.2% | -5.4% | -1.8% | -6.3% |
| 30D | -13.4% | +6.6% | -20.0% | -14.4% |
| 3M | +26.8% | +8.2% | +18.6% | +24.3% |
| 6M | +44.6% | -29.3% | +73.9% | +50.7% |
| YTD | +45.3% | -7.4% | +52.6% | +45.7% |
| 1Y | +40.1% | +7.9% | +32.2% | +35.2% |
| All | +40.1% | +9.5% | +30.6% | +35.2% |
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