+450.0%
SN vs AU
+507.6%
-57.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.1% |
| 7D | +1.5% | -7.2% | +8.7% | +2.6% |
| 30D | +21.5% | -2.9% | +24.4% | +21.8% |
| 3M | +20.0% | -8.7% | +28.7% | +20.9% |
| 6M | +119.9% | -14.1% | +134.1% | +122.2% |
| YTD | +102.3% | +4.8% | +97.5% | +98.1% |
| 1Y | +148.0% | +11.9% | +136.1% | +140.9% |
| 3Y | +450.0% | +513.8% | -63.8% | +273.3% |
| All | +450.0% | +507.6% | -57.6% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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