+43.0%
SN vs CF
+62.4%
-19.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -2.0% |
| 7D | -9.3% | +6.0% | -15.3% | -7.6% |
| 30D | -4.8% | +14.8% | -19.6% | -0.6% |
| 3M | +40.4% | +14.1% | +26.4% | +46.7% |
| 6M | +50.9% | +28.5% | +22.4% | +59.9% |
| YTD | +54.9% | +74.9% | -20.0% | +63.8% |
| 1Y | +43.0% | +61.7% | -18.7% | +49.8% |
| All | +43.0% | +62.4% | -19.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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