+142.6%
SN vs AME
+16.4%
+126.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.1% |
| 7D | +7.2% | -5.2% | +12.4% | +10.2% |
| 30D | +20.4% | -8.0% | +28.4% | +26.3% |
| 3M | +23.9% | -8.9% | +32.8% | +30.9% |
| 6M | +93.0% | -5.0% | +98.0% | +95.5% |
| YTD | +99.2% | +11.9% | +87.4% | +69.6% |
| 1Y | +142.6% | +16.6% | +126.0% | +95.7% |
| All | +142.6% | +16.4% | +126.2% | +95.7% |
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