+425.4%
SN vs ARWR
+63.6%
+361.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.8% | +5.8% | +0.1% |
| 7D | +3.8% | -5.0% | +8.8% | +4.6% |
| 30D | +17.5% | -6.6% | +24.2% | +18.7% |
| 3M | +19.2% | -33.9% | +53.1% | +26.4% |
| 6M | +84.9% | -23.3% | +108.2% | +89.9% |
| YTD | +94.0% | -13.5% | +107.5% | +94.4% |
| 1Y | +151.3% | +42.5% | +108.8% | +131.8% |
| 3Y | +387.1% | +104.1% | +282.9% | +277.7% |
| All | +425.4% | +63.6% | +361.8% | +332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling