+447.8%
SN vs CAPR
+109.9%
+337.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.9% | +9.8% | +3.0% |
| 7D | +1.5% | +5.9% | -4.3% | +1.3% |
| 30D | +21.5% | +44.6% | -23.1% | +20.5% |
| 3M | +20.0% | +126.4% | -106.3% | +17.5% |
| 6M | +119.9% | -68.6% | +188.5% | +121.8% |
| YTD | +102.3% | -67.0% | +169.3% | +103.5% |
| 1Y | +148.0% | +65.2% | +82.8% | +129.2% |
| 3Y | +450.0% | +235.6% | +214.4% | +402.6% |
| All | +447.8% | +109.9% | +337.9% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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