+432.7%
SN vs IT
-45.8%
+478.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | +1.4% | -3.7% | +5.0% | +2.2% |
| 30D | +16.6% | -3.1% | +19.7% | +17.1% |
| 3M | +18.3% | +6.3% | +11.9% | +16.1% |
| 6M | +103.1% | +24.8% | +78.3% | +90.3% |
| YTD | +96.7% | -24.4% | +121.1% | +110.4% |
| 1Y | +134.3% | -17.1% | +151.4% | +142.4% |
| 3Y | +425.2% | -53.6% | +478.9% | +632.6% |
| All | +432.7% | -45.8% | +478.5% | +610.0% |
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