+449.1%
SN vs MDY
+42.5%
+406.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.0% |
| 30D | +19.4% | +2.1% | +17.3% | +15.8% |
| 3M | +20.9% | -3.6% | +24.5% | +27.2% |
| 6M | +111.1% | +1.7% | +109.4% | +106.0% |
| YTD | +102.8% | +13.8% | +89.0% | +69.5% |
| 1Y | +146.2% | +15.5% | +130.7% | +102.0% |
| 3Y | +441.4% | +58.3% | +383.1% | +230.7% |
| All | +449.1% | +42.5% | +406.6% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling