+425.4%
SN vs AR
+36.2%
+389.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | +3.8% | -11.7% | +15.5% | +5.6% |
| 30D | +17.5% | +1.8% | +15.7% | +16.8% |
| 3M | +19.2% | +6.0% | +13.3% | +17.2% |
| 6M | +84.9% | -7.0% | +92.0% | +85.6% |
| YTD | +94.0% | +5.6% | +88.5% | +86.1% |
| 1Y | +151.3% | +10.8% | +140.5% | +137.0% |
| 3Y | +387.1% | +19.3% | +367.7% | +311.5% |
| All | +425.4% | +36.2% | +389.2% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling