+439.5%
SN vs BB
+82.8%
+356.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.9% |
| 7D | +7.2% | +3.8% | +3.4% | +6.4% |
| 30D | +20.4% | -0.3% | +20.7% | +19.9% |
| 3M | +23.9% | -0.5% | +24.4% | +22.9% |
| 6M | +93.0% | +45.9% | +47.1% | +73.0% |
| YTD | +99.2% | +130.6% | -31.4% | +60.6% |
| 1Y | +142.6% | +89.2% | +53.4% | +103.1% |
| 3Y | +398.8% | +137.5% | +261.3% | +280.6% |
| All | +439.5% | +82.8% | +356.6% | +329.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling