+309.7%
SN vs AGI
+206.2%
+103.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.6% |
| 7D | -3.4% | +2.2% | -5.6% | -3.8% |
| 30D | -9.1% | +11.3% | -20.3% | -10.8% |
| 3M | +31.8% | +5.6% | +26.1% | +29.8% |
| 6M | +52.0% | -27.7% | +79.7% | +58.6% |
| YTD | +51.3% | -4.1% | +55.4% | +50.2% |
| 1Y | +46.9% | +13.8% | +33.1% | +41.0% |
| 3Y | +394.9% | +217.0% | +177.9% | +262.4% |
| All | +309.7% | +206.2% | +103.5% | +200.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling