+448.1%
SN vs BR
+21.9%
+426.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +7.6% | +5.0% | +2.5% | +5.5% |
| 30D | +22.4% | +16.6% | +5.8% | +15.6% |
| 3M | +21.7% | +12.0% | +9.7% | +16.4% |
| 6M | +102.8% | +30.7% | +72.1% | +82.0% |
| YTD | +102.4% | -11.9% | +114.3% | +117.3% |
| 1Y | +139.0% | -11.6% | +150.5% | +155.9% |
| 3Y | +440.4% | +15.0% | +425.4% | +432.4% |
| All | +448.1% | +21.9% | +426.2% | +446.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling