+439.5%
SN vs CP
+13.9%
+425.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.8% |
| 7D | +7.2% | +2.8% | +4.4% | +5.2% |
| 30D | +20.4% | +10.2% | +10.2% | +12.4% |
| 3M | +23.9% | +2.4% | +21.6% | +21.7% |
| 6M | +93.0% | +7.7% | +85.4% | +82.2% |
| YTD | +99.2% | +26.0% | +73.3% | +66.3% |
| 1Y | +142.6% | +34.6% | +108.0% | +92.7% |
| 3Y | +398.8% | +26.7% | +372.1% | +298.5% |
| All | +439.5% | +13.9% | +425.6% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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