+447.8%
SN vs CP
+16.3%
+431.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.2% |
| 7D | +1.5% | +2.1% | -0.6% | +0.1% |
| 30D | +21.5% | +9.3% | +12.2% | +14.1% |
| 3M | +20.0% | +0.5% | +19.6% | +19.5% |
| 6M | +119.9% | +10.4% | +109.5% | +103.8% |
| YTD | +102.3% | +28.7% | +73.6% | +66.4% |
| 1Y | +148.0% | +33.2% | +114.8% | +98.9% |
| 3Y | +450.0% | +38.4% | +411.6% | +316.0% |
| All | +447.8% | +16.3% | +431.5% | +326.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling