+309.7%
SN vs GNRC
+23.1%
+286.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.6% |
| 7D | -3.4% | +3.2% | -6.6% | -4.5% |
| 30D | -9.1% | -9.5% | +0.5% | -6.1% |
| 3M | +31.8% | -28.5% | +60.3% | +46.2% |
| 6M | +52.0% | -10.0% | +62.0% | +52.0% |
| YTD | +51.3% | +36.7% | +14.6% | +27.0% |
| 1Y | +46.9% | +2.6% | +44.3% | +37.3% |
| 3Y | +394.9% | +61.9% | +333.0% | +269.4% |
| All | +309.7% | +23.1% | +286.6% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling