+455.3%
SN vs BB
+92.9%
+362.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +1.9% |
| 7D | +7.6% | +15.0% | -7.3% | +4.9% |
| 30D | +24.1% | +3.5% | +20.6% | +22.7% |
| 3M | +23.7% | +2.7% | +21.0% | +22.0% |
| 6M | +105.5% | +44.7% | +60.8% | +84.9% |
| YTD | +105.1% | +143.3% | -38.2% | +63.7% |
| 1Y | +148.3% | +102.2% | +46.1% | +105.3% |
| 3Y | +438.7% | +156.1% | +282.6% | +304.9% |
| All | +455.3% | +92.9% | +362.5% | +337.7% |
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 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