+455.3%
SN vs CG
+31.8%
+423.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.6% | -0.8% |
| 7D | +7.6% | +3.0% | +4.6% | +5.6% |
| 30D | +24.1% | +10.1% | +13.9% | +17.2% |
| 3M | +23.7% | -10.8% | +34.5% | +31.2% |
| 6M | +105.5% | -15.2% | +120.7% | +123.0% |
| YTD | +105.1% | -26.9% | +132.0% | +139.4% |
| 1Y | +148.3% | -17.0% | +165.3% | +167.9% |
| 3Y | +438.7% | +54.6% | +384.0% | +291.5% |
| All | +455.3% | +31.8% | +423.5% | +382.2% |
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