+139.0%
SN vs COO
-9.3%
+148.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +7.6% | +4.5% | +3.1% | +5.2% |
| 30D | +22.4% | +16.9% | +5.5% | +13.5% |
| 3M | +21.7% | -16.7% | +38.4% | +33.2% |
| 6M | +102.8% | +5.9% | +96.9% | +91.2% |
| YTD | +102.4% | -22.4% | +124.9% | +130.3% |
| 1Y | +139.0% | -10.1% | +149.1% | +158.1% |
| All | +139.0% | -9.3% | +148.3% | +158.1% |
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