+447.8%
SN vs ARWR
+36.0%
+411.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.6% |
| 7D | +1.5% | -17.8% | +19.4% | +4.2% |
| 30D | +21.5% | -18.1% | +39.6% | +24.8% |
| 3M | +20.0% | -44.2% | +64.2% | +30.1% |
| 6M | +119.9% | -38.6% | +158.6% | +133.2% |
| YTD | +102.3% | -28.0% | +130.3% | +107.6% |
| 1Y | +148.0% | +16.1% | +131.8% | +135.2% |
| 3Y | +450.0% | +84.0% | +366.0% | +333.5% |
| All | +447.8% | +36.0% | +411.8% | +361.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling