+328.0%
SN vs AU
+604.2%
-276.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -4.0% | -3.4% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -9.1% | +12.3% | -21.4% | -10.7% |
| 3M | +31.8% | +29.4% | +2.4% | +26.4% |
| 6M | +52.0% | +3.2% | +48.8% | +49.3% |
| YTD | +51.3% | +31.8% | +19.5% | +44.3% |
| 1Y | +46.9% | +83.4% | -36.5% | +35.2% |
| All | +328.0% | +604.2% | -276.2% | +215.2% |
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