+448.1%
SN vs CG
+29.9%
+418.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.5% |
| 7D | +7.6% | +2.0% | +5.6% | +6.1% |
| 30D | +22.4% | +8.5% | +13.9% | +16.6% |
| 3M | +21.7% | -12.1% | +33.8% | +30.1% |
| 6M | +102.8% | -16.4% | +119.3% | +121.9% |
| YTD | +102.4% | -28.0% | +130.4% | +138.2% |
| 1Y | +139.0% | -18.9% | +157.9% | +161.2% |
| 3Y | +440.4% | +51.2% | +389.1% | +297.9% |
| All | +448.1% | +29.9% | +418.1% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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