+385.8%
SN vs AR
+20.9%
+364.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | +3.8% | -11.7% | +15.5% | +6.0% |
| 30D | +17.5% | +1.8% | +15.7% | +16.7% |
| 3M | +19.2% | +6.0% | +13.3% | +16.8% |
| 6M | +84.9% | -7.0% | +92.0% | +85.7% |
| YTD | +94.0% | +5.6% | +88.5% | +84.5% |
| 1Y | +151.3% | +10.8% | +140.5% | +134.0% |
| All | +385.8% | +20.9% | +364.8% | +368.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling