+158.9%
SN vs MDY
+17.5%
+141.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.2% |
| 7D | +10.6% | +1.7% | +8.9% | +7.9% |
| 30D | +20.0% | +1.2% | +18.8% | +17.9% |
| 3M | +30.4% | -3.5% | +33.8% | +37.7% |
| 6M | +91.0% | +3.5% | +87.5% | +79.7% |
| YTD | +95.9% | +13.6% | +82.3% | +60.2% |
| 1Y | +158.9% | +17.1% | +141.8% | +103.1% |
| All | +158.9% | +17.5% | +141.4% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling