+447.8%
SN vs COO
-36.5%
+484.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +21.5% | +14.2% | +7.3% | +14.2% |
| 3M | +20.0% | -18.2% | +38.3% | +31.1% |
| 6M | +119.9% | +5.3% | +114.6% | +111.3% |
| YTD | +102.3% | -23.6% | +125.9% | +127.2% |
| 1Y | +148.0% | -12.7% | +160.7% | +161.4% |
| 3Y | +450.0% | -24.2% | +474.2% | +523.3% |
| All | +447.8% | -36.5% | +484.3% | +409.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling