+438.7%
SN vs M
+142.9%
+295.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +0.2% |
| 7D | +7.6% | +2.5% | +5.1% | +6.5% |
| 30D | +24.1% | +10.1% | +14.0% | +19.8% |
| 3M | +23.7% | -0.9% | +24.6% | +23.5% |
| 6M | +105.5% | +30.2% | +75.4% | +85.4% |
| YTD | +105.1% | +16.3% | +88.8% | +91.1% |
| 1Y | +148.3% | +27.0% | +121.3% | +124.3% |
| 3Y | +438.7% | +154.5% | +284.2% | +291.0% |
| All | +438.7% | +142.9% | +295.8% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling