+148.0%
SN vs M
+24.3%
+123.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.3% |
| 7D | +1.5% | +7.0% | -5.5% | -1.1% |
| 30D | +21.5% | +8.9% | +12.6% | +17.2% |
| 3M | +20.0% | +4.5% | +15.5% | +17.6% |
| 6M | +119.9% | +36.2% | +83.7% | +88.1% |
| YTD | +102.3% | +15.1% | +87.2% | +83.4% |
| 1Y | +148.0% | +27.4% | +120.5% | +111.1% |
| All | +148.0% | +24.3% | +123.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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