+449.1%
SN vs COO
-36.2%
+485.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +3.5% | -2.3% | +5.8% | +4.6% |
| 30D | +19.4% | +13.3% | +6.2% | +12.6% |
| 3M | +20.9% | -18.1% | +39.0% | +32.0% |
| 6M | +111.1% | +6.7% | +104.4% | +101.5% |
| YTD | +102.8% | -23.2% | +126.0% | +127.2% |
| 1Y | +146.2% | -12.3% | +158.5% | +159.0% |
| 3Y | +441.4% | -23.6% | +465.0% | +512.2% |
| All | +449.1% | -36.2% | +485.3% | +409.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling