+319.5%
SN vs CAPR
+107.0%
+212.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -9.3% | -2.0% | -7.4% | -9.3% |
| 30D | -4.8% | +139.2% | -144.0% | -6.7% |
| 3M | +40.4% | -66.4% | +106.8% | +41.7% |
| 6M | +50.9% | -63.1% | +114.1% | +51.9% |
| YTD | +54.9% | -67.4% | +122.4% | +56.2% |
| 1Y | +43.0% | +58.2% | -15.2% | +32.3% |
| 3Y | +391.8% | +42.2% | +349.6% | +339.7% |
| All | +319.5% | +107.0% | +212.5% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling