+52.6%
SN vs BB
+102.8%
-50.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -5.6% | -12.4% | +6.8% | -4.5% |
| 3M | +48.1% | -15.3% | +63.3% | +48.8% |
| 6M | +57.6% | +128.8% | -71.1% | +34.8% |
| YTD | +56.5% | +107.7% | -51.1% | +34.6% |
| 1Y | +52.6% | +103.9% | -51.3% | +31.9% |
| All | +52.6% | +102.8% | -50.3% | +31.9% |
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