+425.4%
SN vs CAPR
+89.4%
+336.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.9% |
| 7D | +3.8% | +29.7% | -25.9% | +3.3% |
| 30D | +17.5% | +11.0% | +6.6% | +17.2% |
| 3M | +19.2% | +118.8% | -99.6% | +16.8% |
| 6M | +84.9% | -73.9% | +158.8% | +87.4% |
| YTD | +94.0% | -70.2% | +164.2% | +95.7% |
| 1Y | +151.3% | +38.3% | +113.1% | +133.6% |
| 3Y | +387.1% | +199.7% | +187.4% | +346.2% |
| All | +425.4% | +89.4% | +336.0% | +375.8% |
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