+142.2%
SN vs AR
+6.0%
+136.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +3.1% |
| 7D | +7.6% | -10.5% | +18.2% | +4.7% |
| 30D | +24.1% | +1.3% | +22.8% | +24.6% |
| 3M | +23.7% | +4.8% | +19.0% | +25.4% |
| 6M | +105.5% | +1.2% | +104.4% | +107.6% |
| YTD | +105.1% | +5.5% | +99.6% | +102.5% |
| All | +142.2% | +6.0% | +136.1% | +137.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling