+447.8%
SN vs MDY
+40.6%
+407.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.0% |
| 7D | +1.5% | +2.3% | -0.7% | -1.6% |
| 30D | +21.5% | +2.0% | +19.5% | +18.1% |
| 3M | +20.0% | -5.6% | +25.7% | +30.2% |
| 6M | +119.9% | +1.3% | +118.6% | +115.8% |
| YTD | +102.3% | +12.3% | +90.0% | +72.3% |
| 1Y | +148.0% | +15.8% | +132.2% | +102.9% |
| 3Y | +450.0% | +56.5% | +393.5% | +241.9% |
| All | +447.8% | +40.6% | +407.2% | +249.8% |
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