+430.5%
SN vs COMP
+136.2%
+294.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +2.8% |
| 7D | +10.6% | +9.5% | +1.1% | +9.0% |
| 30D | +20.0% | +8.1% | +11.9% | +18.3% |
| 3M | +30.4% | -16.3% | +46.7% | +33.7% |
| 6M | +91.0% | +42.2% | +48.8% | +78.2% |
| YTD | +95.9% | -5.0% | +100.9% | +91.8% |
| 1Y | +158.9% | +20.1% | +138.8% | +144.2% |
| 3Y | +391.8% | +358.4% | +33.4% | +295.4% |
| All | +430.5% | +136.2% | +294.3% | +266.0% |
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 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