+401.0%
SN vs CP
+17.1%
+383.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.3% |
| 7D | -9.3% | -2.7% | -6.7% | -7.5% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | +40.4% | +2.6% | +37.9% | +37.5% |
| 6M | +50.9% | +6.0% | +45.0% | +43.9% |
| YTD | +54.9% | +24.9% | +30.0% | +30.2% |
| 1Y | +43.0% | +20.1% | +22.9% | +23.6% |
| All | +401.0% | +17.1% | +383.9% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling