+134.3%
SN vs MDY
+13.9%
+120.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.3% |
| 7D | +1.4% | +3.0% | -1.7% | -3.0% |
| 30D | +16.6% | +0.8% | +15.8% | +15.0% |
| 3M | +18.3% | -5.1% | +23.4% | +28.4% |
| 6M | +103.1% | +1.2% | +101.9% | +97.9% |
| YTD | +96.7% | +12.5% | +84.3% | +60.3% |
| 1Y | +134.3% | +13.8% | +120.6% | +87.8% |
| All | +134.3% | +13.9% | +120.4% | +87.8% |
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 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