+158.9%
SN vs COO
-7.7%
+166.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.9% | -1.8% | +1.2% |
| 7D | +10.6% | +8.4% | +2.2% | +6.4% |
| 30D | +20.0% | +13.5% | +6.5% | +12.8% |
| 3M | +30.4% | -13.8% | +44.1% | +40.1% |
| 6M | +91.0% | +4.7% | +86.3% | +82.2% |
| YTD | +95.9% | -21.4% | +117.3% | +121.9% |
| 1Y | +158.9% | -6.7% | +165.6% | +170.8% |
| All | +158.9% | -7.7% | +166.5% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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