+119.9%
SN vs BG
-19.2%
+139.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +3.3% |
| 7D | +1.5% | +2.6% | -1.0% | +2.2% |
| 30D | +21.5% | -6.7% | +28.2% | +19.2% |
| 3M | +20.0% | -9.3% | +29.3% | +16.9% |
| 6M | +119.9% | -18.3% | +138.3% | +116.1% |
| All | +119.9% | -19.2% | +139.1% | +116.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling