+425.4%
SN vs M
+69.8%
+355.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +0.9% |
| 7D | +3.8% | -2.1% | +6.0% | +4.4% |
| 30D | +17.5% | +7.7% | +9.8% | +14.8% |
| 3M | +19.2% | -4.4% | +23.6% | +20.5% |
| 6M | +84.9% | +27.5% | +57.4% | +69.7% |
| YTD | +94.0% | +12.8% | +81.3% | +84.0% |
| 1Y | +151.3% | +20.7% | +130.6% | +133.2% |
| 3Y | +387.1% | +111.3% | +275.8% | +278.6% |
| All | +425.4% | +69.8% | +355.6% | +232.3% |
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