+432.7%
SN vs CG
+22.6%
+410.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -0.6% |
| 7D | +1.4% | -1.5% | +2.9% | +2.2% |
| 30D | +16.6% | +5.7% | +10.9% | +12.7% |
| 3M | +18.3% | -17.9% | +36.1% | +31.4% |
| 6M | +103.1% | -20.2% | +123.3% | +127.8% |
| YTD | +96.7% | -32.0% | +128.7% | +139.1% |
| 1Y | +134.3% | -27.0% | +161.4% | +172.7% |
| 3Y | +425.2% | +42.8% | +382.5% | +299.5% |
| All | +432.7% | +22.6% | +410.0% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling