+158.9%
SN vs BG
+7.2%
+151.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +4.3% |
| 7D | +10.6% | -3.8% | +14.4% | +10.3% |
| 30D | +20.0% | -9.6% | +29.6% | +19.2% |
| 3M | +30.4% | -8.5% | +38.9% | +28.5% |
| 6M | +91.0% | -23.0% | +114.0% | +92.4% |
| YTD | +95.9% | +10.9% | +85.1% | +78.3% |
| 1Y | +158.9% | +6.0% | +152.9% | +138.3% |
| All | +158.9% | +7.2% | +151.7% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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