+319.5%
SN vs AGI
+206.5%
+113.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -9.3% | +0.6% | -9.9% | -9.4% |
| 30D | -4.8% | +18.2% | -23.0% | -7.6% |
| 3M | +40.4% | -4.1% | +44.6% | +40.6% |
| 6M | +50.9% | -28.7% | +79.7% | +57.8% |
| YTD | +54.9% | -4.0% | +58.9% | +53.8% |
| 1Y | +43.0% | +17.4% | +25.6% | +36.6% |
| 3Y | +391.8% | +203.0% | +188.8% | +264.9% |
| All | +319.5% | +206.5% | +113.0% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling