+289.1%
SN vs BTG
+72.9%
+216.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -7.3% | -3.8% | -3.5% | -6.8% |
| 30D | -13.6% | +3.6% | -17.2% | -14.1% |
| 3M | +18.6% | +32.0% | -13.4% | +13.9% |
| 6M | +46.0% | +3.4% | +42.6% | +43.5% |
| YTD | +43.7% | +20.8% | +22.9% | +38.0% |
| 1Y | +39.2% | +22.4% | +16.8% | +32.6% |
| 3Y | +306.5% | +91.7% | +214.8% | +257.7% |
| All | +289.1% | +72.9% | +216.2% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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