+124.8%
SN vs GLXY
-38.3%
+163.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +2.4% |
| 7D | +7.6% | -0.5% | +8.2% | +7.2% |
| 30D | +24.1% | -28.6% | +52.7% | +27.1% |
| 3M | +23.7% | -28.1% | +51.8% | +26.1% |
| 6M | +105.5% | -52.0% | +157.5% | +117.3% |
| YTD | +105.1% | -35.1% | +140.2% | +104.3% |
| 1Y | +148.3% | -54.0% | +202.3% | +154.6% |
| All | +124.8% | -38.3% | +163.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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