+142.6%
SN vs COMP
+16.2%
+126.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.1% | +0.4% |
| 7D | +7.2% | +13.4% | -6.3% | +4.1% |
| 30D | +20.4% | +11.1% | +9.3% | +17.2% |
| 3M | +23.9% | -18.8% | +42.7% | +28.3% |
| 6M | +93.0% | +10.5% | +82.5% | +85.4% |
| YTD | +99.2% | -3.4% | +102.6% | +84.3% |
| 1Y | +142.6% | +19.7% | +122.9% | +123.0% |
| All | +142.6% | +16.2% | +126.4% | +123.0% |
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