+448.1%
SN vs CAPR
+95.4%
+352.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.9% | +8.6% | -1.1% |
| 7D | +7.6% | +7.6% | -0.1% | +7.4% |
| 30D | +22.4% | +13.3% | +9.2% | +22.0% |
| 3M | +21.7% | +130.4% | -108.7% | +19.1% |
| 6M | +102.8% | -70.8% | +173.6% | +105.0% |
| YTD | +102.4% | -69.3% | +171.7% | +104.0% |
| 1Y | +139.0% | +59.5% | +79.4% | +120.8% |
| 3Y | +440.4% | +216.8% | +223.6% | +395.1% |
| All | +448.1% | +95.4% | +352.7% | +396.0% |
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