+455.3%
SN vs MDY
+41.9%
+413.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | -1.5% |
| 7D | +7.6% | +0.7% | +7.0% | +6.4% |
| 30D | +24.1% | +1.3% | +22.8% | +21.7% |
| 3M | +23.7% | -4.1% | +27.8% | +31.0% |
| 6M | +105.5% | +1.0% | +104.5% | +102.5% |
| YTD | +105.1% | +13.3% | +91.8% | +72.5% |
| 1Y | +148.3% | +15.7% | +132.5% | +103.2% |
| 3Y | +438.7% | +59.6% | +379.1% | +228.0% |
| All | +455.3% | +41.9% | +413.5% | +250.2% |
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