+328.0%
SN vs BG
+19.0%
+308.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -9.1% | +10.3% | -19.4% | -11.1% |
| 3M | +31.8% | -1.9% | +33.7% | +32.3% |
| 6M | +52.0% | +5.2% | +46.8% | +49.0% |
| YTD | +51.3% | +41.2% | +10.1% | +35.9% |
| 1Y | +46.9% | +50.5% | -3.7% | +29.0% |
| All | +328.0% | +19.0% | +308.9% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling