+309.7%
SN vs MDY
+41.7%
+267.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -1.8% |
| 7D | -3.4% | -0.8% | -2.6% | -2.3% |
| 30D | -9.1% | -3.9% | -5.2% | -3.7% |
| 3M | +31.8% | 0.0% | +31.8% | +31.9% |
| 6M | +52.0% | +8.5% | +43.5% | +36.3% |
| YTD | +51.3% | +13.2% | +38.1% | +27.8% |
| 1Y | +46.9% | +15.0% | +31.8% | +21.5% |
| 3Y | +394.9% | +49.6% | +345.4% | +212.8% |
| All | +309.7% | +41.7% | +267.9% | +159.4% |
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