+309.7%
SN vs BB
+62.1%
+247.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | -3.4% | +1.8% | -5.2% | -3.7% |
| 30D | -9.1% | -12.2% | +3.2% | -7.0% |
| 3M | +31.8% | -12.3% | +44.1% | +32.9% |
| 6M | +52.0% | +122.7% | -70.7% | +24.2% |
| YTD | +51.3% | +104.5% | -53.2% | +25.7% |
| 1Y | +46.9% | +106.7% | -59.8% | +20.3% |
| 3Y | +394.9% | +70.0% | +325.0% | +303.1% |
| All | +309.7% | +62.1% | +247.5% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling