+319.5%
SN vs AU
+453.8%
-134.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -9.3% | -3.6% | -5.7% | -8.8% |
| 30D | -4.8% | +23.9% | -28.7% | -8.1% |
| 3M | +40.4% | +19.1% | +21.3% | +36.0% |
| 6M | +50.9% | -0.2% | +51.1% | +48.7% |
| YTD | +54.9% | +32.5% | +22.5% | +47.0% |
| 1Y | +43.0% | +96.9% | -53.9% | +29.0% |
| 3Y | +391.8% | +614.7% | -222.9% | +229.8% |
| All | +319.5% | +453.8% | -134.3% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling