+447.8%
SN vs AR
+45.0%
+402.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +1.5% | +7.4% | -5.8% | +0.5% |
| 30D | +21.5% | +5.8% | +15.7% | +20.1% |
| 3M | +20.0% | +5.2% | +14.8% | +18.4% |
| 6M | +119.9% | +5.4% | +114.5% | +115.9% |
| YTD | +102.3% | +12.4% | +89.9% | +92.3% |
| 1Y | +148.0% | +12.8% | +135.2% | +134.9% |
| 3Y | +450.0% | +47.2% | +402.8% | +376.3% |
| All | +447.8% | +45.0% | +402.8% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling