+43.0%
SN vs AME
+29.8%
+13.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.0% |
| 7D | -9.3% | +0.6% | -10.0% | -9.7% |
| 30D | -4.8% | -6.7% | +1.9% | -0.4% |
| 3M | +40.4% | +4.1% | +36.4% | +36.4% |
| 6M | +50.9% | +1.6% | +49.4% | +44.3% |
| YTD | +54.9% | +16.1% | +38.8% | +45.6% |
| 1Y | +43.0% | +27.3% | +15.7% | +35.3% |
| All | +43.0% | +29.8% | +13.3% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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