+323.8%
SN vs IT
-51.0%
+374.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +2.6% |
| 7D | +0.1% | -9.1% | +9.2% | +2.0% |
| 30D | -5.6% | -7.0% | +1.4% | -4.3% |
| 3M | +48.1% | +7.6% | +40.4% | +44.4% |
| 6M | +57.6% | +2.1% | +55.5% | +54.7% |
| YTD | +56.5% | -31.6% | +88.1% | +71.7% |
| 1Y | +52.6% | -29.9% | +82.5% | +64.6% |
| 3Y | +412.0% | -51.3% | +463.2% | +598.6% |
| All | +323.8% | -51.0% | +374.7% | +479.5% |
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