+448.1%
SN vs AR
+40.8%
+407.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.0% |
| 7D | +7.6% | -5.8% | +13.3% | +8.4% |
| 30D | +22.4% | +4.8% | +17.6% | +21.2% |
| 3M | +21.7% | +1.5% | +20.2% | +20.7% |
| 6M | +102.8% | +4.7% | +98.1% | +98.9% |
| YTD | +102.4% | +9.2% | +93.2% | +93.2% |
| 1Y | +139.0% | +11.2% | +127.8% | +126.2% |
| 3Y | +440.4% | +46.2% | +394.1% | +372.0% |
| All | +448.1% | +40.8% | +407.2% | +379.6% |
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