+439.5%
SN vs M
+62.0%
+377.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +4.1% |
| 7D | +7.2% | -4.3% | +11.5% | +8.5% |
| 30D | +20.4% | +1.3% | +19.1% | +19.7% |
| 3M | +23.9% | -7.4% | +31.3% | +26.4% |
| 6M | +93.0% | +18.3% | +74.7% | +81.2% |
| YTD | +99.2% | +7.6% | +91.7% | +91.6% |
| 1Y | +142.6% | +17.4% | +125.2% | +127.0% |
| 3Y | +398.8% | +108.4% | +290.4% | +295.3% |
| All | +439.5% | +62.0% | +377.4% | +245.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling