+93.0%
SN vs IT
+27.7%
+65.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +3.3% |
| 7D | +7.2% | -16.9% | +24.1% | +10.2% |
| 30D | +20.4% | +2.3% | +18.1% | +20.0% |
| 3M | +23.9% | +2.9% | +21.1% | +23.4% |
| 6M | +93.0% | +25.9% | +67.2% | +86.6% |
| All | +93.0% | +27.7% | +65.4% | +86.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling