+293.4%
SN vs BR
+6.3%
+287.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -7.2% | -6.0% | -1.2% | -5.1% |
| 30D | -13.4% | -0.9% | -12.5% | -13.2% |
| 3M | +26.8% | +16.4% | +10.4% | +19.0% |
| 6M | +44.6% | -8.2% | +52.8% | +49.4% |
| YTD | +45.3% | -23.2% | +68.5% | +64.3% |
| 1Y | +40.1% | -30.9% | +71.0% | +68.5% |
| 3Y | +375.3% | -5.0% | +380.3% | +384.6% |
| All | +293.4% | +6.3% | +287.1% | +313.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling