+425.4%
SN vs CP
+15.8%
+409.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +3.8% | +6.1% | -2.3% | -0.3% |
| 30D | +17.5% | +9.8% | +7.8% | +10.1% |
| 3M | +19.2% | +2.7% | +16.5% | +16.9% |
| 6M | +84.9% | +12.8% | +72.2% | +68.8% |
| YTD | +94.0% | +28.2% | +65.9% | +60.2% |
| 1Y | +151.3% | +34.1% | +117.2% | +100.3% |
| 3Y | +387.1% | +28.9% | +358.2% | +284.8% |
| All | +425.4% | +15.8% | +409.6% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling