+401.0%
SN vs M
+117.7%
+283.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.9% |
| 7D | -9.3% | +4.7% | -14.1% | -10.7% |
| 30D | -4.8% | -9.6% | +4.8% | -1.6% |
| 3M | +40.4% | +0.9% | +39.6% | +39.1% |
| 6M | +50.9% | +22.3% | +28.7% | +39.7% |
| YTD | +54.9% | +6.5% | +48.4% | +49.4% |
| 1Y | +43.0% | +38.8% | +4.3% | +26.1% |
| All | +401.0% | +117.7% | +283.3% | +257.2% |
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