+319.5%
SN vs COO
-29.5%
+349.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.3% |
| 7D | -9.3% | -2.2% | -7.1% | -8.3% |
| 30D | -4.8% | -7.0% | +2.2% | -1.5% |
| 3M | +40.4% | +12.2% | +28.2% | +32.0% |
| 6M | +50.9% | -15.1% | +66.1% | +62.6% |
| YTD | +54.9% | -15.1% | +70.0% | +66.7% |
| 1Y | +43.0% | +2.3% | +40.7% | +40.1% |
| 3Y | +391.8% | -23.7% | +415.5% | +398.5% |
| All | +319.5% | -29.5% | +349.0% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling