+439.5%
SN vs CF
+59.3%
+380.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +7.2% | -3.2% | +10.4% | +7.0% |
| 30D | +20.4% | +4.3% | +16.1% | +20.7% |
| 3M | +23.9% | +2.8% | +21.1% | +24.1% |
| 6M | +93.0% | +0.6% | +92.4% | +93.4% |
| YTD | +99.2% | +56.6% | +42.6% | +85.0% |
| 1Y | +142.6% | +49.6% | +93.0% | +126.9% |
| 3Y | +398.8% | +61.5% | +337.3% | +334.2% |
| All | +439.5% | +59.3% | +380.2% | +360.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling