+319.5%
SN vs AR
+47.5%
+272.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -9.3% | +2.5% | -11.8% | -9.8% |
| 30D | -4.8% | +14.8% | -19.6% | -7.2% |
| 3M | +40.4% | +6.2% | +34.2% | +38.5% |
| 6M | +50.9% | +4.3% | +46.7% | +47.9% |
| YTD | +54.9% | +14.4% | +40.6% | +47.4% |
| 1Y | +43.0% | +21.3% | +21.7% | +32.8% |
| 3Y | +391.8% | +39.8% | +352.0% | +313.6% |
| All | +319.5% | +47.5% | +272.0% | +266.0% |
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