+439.5%
SN vs CAPR
+98.2%
+341.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +2.6% |
| 7D | +7.2% | +41.1% | -33.9% | +6.4% |
| 30D | +20.4% | +11.1% | +9.3% | +20.0% |
| 3M | +23.9% | +115.3% | -91.4% | +21.5% |
| 6M | +93.0% | -73.8% | +166.9% | +95.6% |
| YTD | +99.2% | -68.8% | +168.1% | +100.8% |
| 1Y | +142.6% | +43.3% | +99.3% | +125.4% |
| 3Y | +398.8% | +214.7% | +184.1% | +356.6% |
| All | +439.5% | +98.2% | +341.2% | +388.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling