+134.3%
SN vs BEN
+64.2%
+70.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.4% |
| 7D | +1.4% | +11.3% | -9.9% | -4.0% |
| 30D | +16.6% | +15.0% | +1.6% | +8.5% |
| 3M | +18.3% | +7.8% | +10.4% | +13.6% |
| 6M | +103.1% | +15.5% | +87.6% | +85.5% |
| YTD | +96.7% | +55.4% | +41.3% | +39.6% |
| 1Y | +134.3% | +63.3% | +71.1% | +56.8% |
| All | +134.3% | +64.2% | +70.1% | +56.8% |
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