+319.5%
SN vs AZO
+20.2%
+299.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -9.3% | +0.7% | -10.1% | -9.4% |
| 30D | -4.8% | -2.7% | -2.1% | -4.4% |
| 3M | +40.4% | -3.2% | +43.6% | +40.9% |
| 6M | +50.9% | -19.7% | +70.7% | +53.8% |
| YTD | +54.9% | -12.0% | +67.0% | +57.7% |
| 1Y | +43.0% | -29.5% | +72.6% | +46.7% |
| 3Y | +391.8% | +17.3% | +374.5% | +383.8% |
| All | +319.5% | +20.2% | +299.3% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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