+455.3%
SN vs COO
-35.2%
+490.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.8% |
| 7D | +7.6% | +4.3% | +3.3% | +5.5% |
| 30D | +24.1% | +17.6% | +6.5% | +15.0% |
| 3M | +23.7% | -13.9% | +37.6% | +31.8% |
| 6M | +105.5% | +6.6% | +99.0% | +96.5% |
| YTD | +105.1% | -22.0% | +127.1% | +128.1% |
| 1Y | +148.3% | -8.8% | +157.1% | +156.5% |
| 3Y | +438.7% | -21.5% | +460.1% | +504.8% |
| All | +455.3% | -35.2% | +490.5% | +411.7% |
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