+319.5%
SN vs COMP
+161.6%
+157.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -9.3% | +1.4% | -10.7% | -9.6% |
| 30D | -4.8% | -13.3% | +8.5% | -2.7% |
| 3M | +40.4% | +41.1% | -0.7% | +32.5% |
| 6M | +50.9% | +17.2% | +33.8% | +44.7% |
| YTD | +54.9% | +5.2% | +49.7% | +49.6% |
| 1Y | +43.0% | +18.9% | +24.1% | +34.9% |
| 3Y | +391.8% | +215.9% | +175.9% | +264.7% |
| All | +319.5% | +161.6% | +157.9% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling