+148.0%
SN vs MDY
+14.2%
+133.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +3.0% |
| 7D | +1.5% | +2.3% | -0.7% | -1.7% |
| 30D | +21.5% | +2.0% | +19.5% | +17.8% |
| 3M | +20.0% | -5.6% | +25.7% | +31.4% |
| 6M | +119.9% | +1.3% | +118.6% | +113.7% |
| YTD | +102.3% | +12.3% | +90.0% | +65.3% |
| 1Y | +148.0% | +15.8% | +132.2% | +93.5% |
| All | +148.0% | +14.2% | +133.8% | +93.5% |
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