+293.4%
SN vs IDXX
-8.5%
+301.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.3% |
| 7D | -7.2% | -4.3% | -2.9% | -5.5% |
| 30D | -13.4% | -13.7% | +0.3% | -8.1% |
| 3M | +26.8% | -9.1% | +35.8% | +31.5% |
| 6M | +44.6% | -15.4% | +60.0% | +54.4% |
| YTD | +45.3% | -25.1% | +70.4% | +62.1% |
| 1Y | +40.1% | -20.6% | +60.7% | +51.8% |
| 3Y | +375.3% | +8.7% | +366.5% | +323.0% |
| All | +293.4% | -8.5% | +301.9% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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