+158.9%
SN vs COMP
+23.8%
+135.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +2.5% |
| 7D | +10.6% | +9.5% | +1.1% | +8.5% |
| 30D | +20.0% | +8.1% | +11.9% | +17.8% |
| 3M | +30.4% | -16.3% | +46.7% | +34.3% |
| 6M | +91.0% | +42.2% | +48.8% | +76.2% |
| YTD | +95.9% | -5.0% | +100.9% | +83.2% |
| 1Y | +158.9% | +20.1% | +138.8% | +147.1% |
| All | +158.9% | +23.8% | +135.1% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling