+319.5%
SN vs M
+60.4%
+259.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.8% |
| 7D | -9.3% | +4.7% | -14.1% | -10.6% |
| 30D | -4.8% | -9.6% | +4.8% | -1.9% |
| 3M | +40.4% | +0.9% | +39.6% | +39.2% |
| 6M | +50.9% | +22.3% | +28.7% | +40.7% |
| YTD | +54.9% | +6.5% | +48.4% | +49.9% |
| 1Y | +43.0% | +38.8% | +4.3% | +27.6% |
| 3Y | +391.8% | +115.9% | +275.9% | +285.0% |
| All | +319.5% | +60.4% | +259.1% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling