+139.0%
SN vs IT
-18.2%
+157.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +7.6% | -7.5% | +15.0% | +8.5% |
| 30D | +22.4% | -1.2% | +23.6% | +22.7% |
| 3M | +21.7% | -2.2% | +23.9% | +21.9% |
| 6M | +102.8% | +19.1% | +83.8% | +99.4% |
| YTD | +102.4% | -25.1% | +127.5% | +108.5% |
| 1Y | +139.0% | -17.4% | +156.3% | +136.1% |
| All | +139.0% | -18.2% | +157.2% | +136.1% |
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 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