+447.8%
SN vs CG
+23.9%
+423.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | +1.5% | +0.2% | +1.4% | +1.4% |
| 30D | +21.5% | +11.2% | +10.3% | +14.2% |
| 3M | +20.0% | -22.1% | +42.1% | +37.6% |
| 6M | +119.9% | -17.9% | +137.8% | +142.6% |
| YTD | +102.3% | -31.3% | +133.6% | +144.5% |
| 1Y | +148.0% | -24.0% | +172.0% | +181.5% |
| 3Y | +450.0% | +45.0% | +405.0% | +314.7% |
| All | +447.8% | +23.9% | +423.9% | +392.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling