+455.3%
SN vs ARWR
+40.2%
+415.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.3% | +5.2% |
| 7D | +7.6% | -17.3% | +25.0% | +10.4% |
| 30D | +24.1% | -21.5% | +45.6% | +28.2% |
| 3M | +23.7% | -43.8% | +67.5% | +33.9% |
| 6M | +105.5% | -32.3% | +137.8% | +114.4% |
| YTD | +105.1% | -25.8% | +130.9% | +109.5% |
| 1Y | +148.3% | +25.5% | +122.8% | +132.7% |
| 3Y | +438.7% | +84.1% | +354.5% | +324.0% |
| All | +455.3% | +40.2% | +415.2% | +366.2% |
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