+142.2%
SN vs BEN
+70.3%
+71.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | -0.2% |
| 7D | +7.6% | +12.2% | -4.6% | +1.4% |
| 30D | +24.1% | +12.1% | +12.0% | +16.9% |
| 3M | +23.7% | +7.3% | +16.4% | +19.1% |
| 6M | +105.5% | +17.9% | +87.7% | +85.5% |
| YTD | +105.1% | +55.4% | +49.7% | +46.6% |
| All | +142.2% | +70.3% | +71.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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