+398.8%
SN vs ARWR
+105.6%
+293.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.5% |
| 7D | +7.2% | -2.9% | +10.1% | +7.7% |
| 30D | +20.4% | -5.4% | +25.8% | +21.4% |
| 3M | +23.9% | -32.2% | +56.1% | +31.0% |
| 6M | +93.0% | -26.5% | +119.6% | +99.9% |
| YTD | +99.2% | -12.4% | +111.6% | +99.1% |
| 1Y | +142.6% | +46.9% | +95.7% | +122.2% |
| 3Y | +398.8% | +116.0% | +282.8% | +287.9% |
| All | +398.8% | +105.6% | +293.2% | +287.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling