+134.3%
SN vs IT
-17.7%
+152.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | +1.4% | -3.7% | +5.0% | +1.8% |
| 30D | +16.6% | -3.1% | +19.7% | +17.0% |
| 3M | +18.3% | +6.3% | +11.9% | +17.8% |
| 6M | +103.1% | +24.8% | +78.3% | +99.3% |
| YTD | +96.7% | -24.4% | +121.1% | +104.0% |
| 1Y | +134.3% | -17.1% | +151.4% | +132.2% |
| All | +134.3% | -17.7% | +152.0% | +132.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling