+439.5%
SN vs IT
-46.0%
+485.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +3.5% |
| 7D | +7.2% | -16.9% | +24.1% | +11.2% |
| 30D | +20.4% | +2.3% | +18.1% | +19.5% |
| 3M | +23.9% | +2.9% | +21.1% | +22.4% |
| 6M | +93.0% | +25.9% | +67.2% | +80.5% |
| YTD | +99.2% | -24.6% | +123.9% | +113.2% |
| 1Y | +142.6% | -16.0% | +158.6% | +149.7% |
| 3Y | +398.8% | -51.6% | +450.4% | +586.4% |
| All | +439.5% | -46.0% | +485.5% | +619.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling