+353.6%
SN vs AS
+133.7%
+219.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | 0.0% |
| 7D | +3.8% | +7.1% | -3.3% | +0.9% |
| 30D | +17.5% | +12.8% | +4.7% | +11.7% |
| 3M | +19.2% | -14.7% | +34.0% | +26.8% |
| 6M | +84.9% | -9.9% | +94.9% | +91.9% |
| YTD | +94.0% | -16.1% | +110.2% | +106.0% |
| 1Y | +151.3% | +0.2% | +151.2% | +148.0% |
| All | +353.6% | +133.7% | +219.9% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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