+412.0%
SN vs BR
-4.7%
+416.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.0% |
| 7D | +0.1% | -5.9% | +6.1% | +2.5% |
| 30D | -5.6% | +1.9% | -7.5% | -6.5% |
| 3M | +48.1% | +14.7% | +33.4% | +39.1% |
| 6M | +57.6% | -12.8% | +70.4% | +67.4% |
| YTD | +56.5% | -23.0% | +79.5% | +79.1% |
| 1Y | +52.6% | -31.7% | +84.2% | +88.6% |
| 3Y | +412.0% | -4.8% | +416.7% | +407.6% |
| All | +412.0% | -4.7% | +416.7% | +407.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling