+139.0%
SN vs CP
+32.8%
+106.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | +7.6% | +2.8% | +4.7% | +5.9% |
| 30D | +22.4% | +11.0% | +11.4% | +15.5% |
| 3M | +21.7% | +3.8% | +17.8% | +19.3% |
| 6M | +102.8% | +9.5% | +93.3% | +91.8% |
| YTD | +102.4% | +28.2% | +74.2% | +75.1% |
| 1Y | +139.0% | +33.0% | +106.0% | +94.8% |
| All | +139.0% | +32.8% | +106.2% | +94.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling