+401.0%
SN vs BB
+38.2%
+362.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -9.3% | -5.6% | -3.7% | -8.3% |
| 30D | -4.8% | -11.8% | +7.0% | -2.5% |
| 3M | +40.4% | -25.5% | +66.0% | +46.5% |
| 6M | +50.9% | +121.3% | -70.3% | +21.5% |
| YTD | +54.9% | +103.2% | -48.2% | +27.1% |
| 1Y | +43.0% | +102.6% | -59.6% | +15.9% |
| All | +401.0% | +38.2% | +362.7% | +370.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling