+385.8%
SN vs COMP
+309.8%
+76.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.2% | +7.2% | +0.5% |
| 7D | +3.8% | -1.8% | +5.6% | +4.1% |
| 30D | +17.5% | -0.8% | +18.3% | +17.4% |
| 3M | +19.2% | -28.1% | +47.4% | +25.7% |
| 6M | +84.9% | +27.0% | +57.9% | +75.0% |
| YTD | +94.0% | -12.8% | +106.8% | +92.5% |
| 1Y | +151.3% | +4.9% | +146.4% | +141.4% |
| All | +385.8% | +309.8% | +76.0% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling