+43.0%
SN vs BR
-29.1%
+72.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.7% |
| 7D | -9.3% | -5.3% | -4.1% | -8.8% |
| 30D | -4.8% | +6.4% | -11.2% | -5.3% |
| 3M | +40.4% | +13.6% | +26.8% | +37.8% |
| 6M | +50.9% | -6.7% | +57.7% | +46.3% |
| YTD | +54.9% | -21.1% | +76.0% | +55.1% |
| 1Y | +43.0% | -29.6% | +72.6% | +41.5% |
| All | +43.0% | -29.1% | +72.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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