+447.8%
SN vs IT
-45.4%
+493.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.7% |
| 7D | +1.5% | +1.1% | +0.5% | +1.3% |
| 30D | +21.5% | -1.8% | +23.4% | +21.7% |
| 3M | +20.0% | +4.8% | +15.2% | +18.2% |
| 6M | +119.9% | +33.0% | +86.9% | +102.9% |
| YTD | +102.3% | -23.8% | +126.1% | +116.1% |
| 1Y | +148.0% | -16.5% | +164.5% | +156.2% |
| 3Y | +450.0% | -53.6% | +503.6% | +667.5% |
| All | +447.8% | -45.4% | +493.2% | +629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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