+289.1%
SN vs GNRC
+23.4%
+265.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.1% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -13.6% | -15.7% | +2.1% | -8.4% |
| 3M | +18.6% | -27.3% | +45.9% | +31.0% |
| 6M | +46.0% | -12.1% | +58.0% | +47.3% |
| YTD | +43.7% | +37.1% | +6.6% | +20.5% |
| 1Y | +39.2% | -0.5% | +39.6% | +31.8% |
| 3Y | +306.5% | +61.5% | +245.0% | +203.5% |
| All | +289.1% | +23.4% | +265.7% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GNRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling