+430.5%
SN vs CF
+49.0%
+381.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.4% | +8.5% | +3.8% |
| 7D | +10.6% | -6.9% | +17.5% | +10.2% |
| 30D | +20.0% | -3.7% | +23.8% | +19.8% |
| 3M | +30.4% | -5.0% | +35.3% | +29.9% |
| 6M | +91.0% | -10.5% | +101.5% | +90.5% |
| YTD | +95.9% | +46.5% | +49.4% | +81.2% |
| 1Y | +158.9% | +34.8% | +124.1% | +142.4% |
| 3Y | +391.8% | +46.7% | +345.1% | +325.6% |
| All | +430.5% | +49.0% | +381.5% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling