+425.4%
SN vs CF
+58.2%
+367.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +80.1% |
| 1Y | +151.3% | +42.3% | +109.0% | +136.5% |
| 3Y | +387.1% | +55.7% | +331.3% | +323.1% |
| All | +425.4% | +58.2% | +367.2% | +348.1% |
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