+319.5%
SN vs IT
-47.1%
+366.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.1% |
| 7D | -9.3% | -6.0% | -3.3% | -8.1% |
| 30D | -4.8% | 0.0% | -4.8% | -4.9% |
| 3M | +40.4% | +13.1% | +27.4% | +35.7% |
| 6M | +50.9% | +11.7% | +39.3% | +45.4% |
| YTD | +54.9% | -26.1% | +81.0% | +67.4% |
| 1Y | +43.0% | -21.3% | +64.3% | +49.4% |
| 3Y | +391.8% | -46.7% | +438.6% | +548.6% |
| All | +319.5% | -47.1% | +366.6% | +465.0% |
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