+385.8%
SN vs CAPR
+200.7%
+185.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.9% |
| 7D | +3.8% | +29.7% | -25.9% | +3.2% |
| 30D | +17.5% | +11.0% | +6.6% | +17.2% |
| 3M | +19.2% | +118.8% | -99.6% | +16.7% |
| 6M | +84.9% | -73.9% | +158.8% | +87.5% |
| YTD | +94.0% | -70.2% | +164.2% | +95.8% |
| 1Y | +151.3% | +38.3% | +113.1% | +132.4% |
| All | +385.8% | +200.7% | +185.1% | +316.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling