+385.8%
SN vs CF
+56.6%
+329.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -0.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.9% |
| 30D | +17.5% | +2.2% | +15.3% | +17.7% |
| 3M | +19.2% | +2.1% | +17.1% | +19.3% |
| 6M | +84.9% | -6.5% | +91.5% | +85.1% |
| YTD | +94.0% | +55.6% | +38.5% | +77.6% |
| 1Y | +151.3% | +42.3% | +109.0% | +133.8% |
| All | +385.8% | +56.6% | +329.1% | +302.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling