+262.2%
SN vs AS
+120.4%
+141.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -2.5% |
| 7D | -9.3% | -4.9% | -4.4% | -7.4% |
| 30D | -4.8% | -19.6% | +14.8% | +4.0% |
| 3M | +40.4% | -14.4% | +54.8% | +49.4% |
| 6M | +50.9% | -20.1% | +71.1% | +64.7% |
| YTD | +54.9% | -20.9% | +75.9% | +68.9% |
| 1Y | +43.0% | -21.9% | +64.9% | +56.1% |
| All | +262.2% | +120.4% | +141.8% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling