+439.5%
SN vs COMP
+140.2%
+299.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.1% | +0.9% |
| 7D | +7.2% | +13.4% | -6.3% | +4.8% |
| 30D | +20.4% | +11.1% | +9.3% | +18.0% |
| 3M | +23.9% | -18.8% | +42.7% | +27.5% |
| 6M | +93.0% | +10.5% | +82.5% | +87.9% |
| YTD | +99.2% | -3.4% | +102.6% | +94.3% |
| 1Y | +142.6% | +19.7% | +122.9% | +128.8% |
| 3Y | +398.8% | +381.6% | +17.2% | +298.9% |
| All | +439.5% | +140.2% | +299.2% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling