+319.5%
SN vs MDY
+44.2%
+275.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.2% |
| 7D | -9.3% | +0.1% | -9.5% | -9.4% |
| 30D | -4.8% | -1.5% | -3.3% | -2.7% |
| 3M | +40.4% | +0.8% | +39.7% | +39.0% |
| 6M | +50.9% | +7.4% | +43.5% | +37.1% |
| YTD | +54.9% | +15.2% | +39.7% | +27.6% |
| 1Y | +43.0% | +16.5% | +26.5% | +16.0% |
| 3Y | +391.8% | +46.8% | +345.0% | +207.0% |
| All | +319.5% | +44.2% | +275.3% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling