+139.0%
SN vs BWA
+13.5%
+125.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +7.6% | -2.4% | +10.0% | +8.1% |
| 30D | +22.4% | -17.7% | +40.1% | +28.5% |
| 3M | +21.7% | -27.0% | +48.6% | +31.8% |
| 6M | +102.8% | -17.3% | +120.1% | +107.1% |
| YTD | +102.4% | +12.9% | +89.6% | +78.7% |
| 1Y | +139.0% | +12.9% | +126.1% | +111.3% |
| All | +139.0% | +13.5% | +125.5% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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