+158.9%
SN vs ARWR
+59.7%
+99.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.6% | +3.6% |
| 7D | +10.6% | +2.4% | +8.2% | +10.2% |
| 30D | +20.0% | -1.1% | +21.1% | +20.1% |
| 3M | +30.4% | -31.2% | +61.5% | +37.4% |
| 6M | +91.0% | -19.3% | +110.3% | +94.0% |
| YTD | +95.9% | -7.1% | +103.1% | +90.2% |
| 1Y | +158.9% | +62.9% | +96.0% | +129.1% |
| All | +158.9% | +59.7% | +99.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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