+451.3%
SN vs ARWR
+85.8%
+365.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.5% | -19.9% | +23.4% | +6.7% |
| 30D | +19.4% | -18.7% | +38.2% | +22.8% |
| 3M | +20.9% | -44.7% | +65.6% | +31.3% |
| 6M | +111.1% | -36.5% | +147.6% | +122.8% |
| YTD | +102.8% | -25.7% | +128.4% | +107.1% |
| 1Y | +146.2% | +18.9% | +127.2% | +132.3% |
| All | +451.3% | +85.8% | +365.5% | +341.8% |
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