+148.0%
SN vs CAPR
+63.5%
+84.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.9% | +9.8% | +2.9% |
| 7D | +1.5% | +5.9% | -4.3% | +1.4% |
| 30D | +21.5% | +44.6% | -23.1% | +20.7% |
| 3M | +20.0% | +126.4% | -106.3% | +18.2% |
| 6M | +119.9% | -68.6% | +188.5% | +121.6% |
| YTD | +102.3% | -67.0% | +169.3% | +103.4% |
| 1Y | +148.0% | +65.2% | +82.8% | +135.9% |
| All | +148.0% | +63.5% | +84.5% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling