+158.9%
SN vs BB
+88.0%
+70.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +3.3% |
| 7D | +10.6% | -6.8% | +17.4% | +11.4% |
| 30D | +20.0% | -3.5% | +23.5% | +19.9% |
| 3M | +30.4% | -1.2% | +31.6% | +29.5% |
| 6M | +91.0% | +57.0% | +34.0% | +73.0% |
| YTD | +95.9% | +131.1% | -35.2% | +59.3% |
| 1Y | +158.9% | +87.6% | +71.3% | +116.7% |
| All | +158.9% | +88.0% | +70.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling