+293.4%
SN vs MKTX
-36.8%
+330.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -7.2% | -0.2% | -7.1% | -7.2% |
| 30D | -13.4% | +0.8% | -14.2% | -13.4% |
| 3M | +26.8% | +41.1% | -14.3% | +26.0% |
| 6M | +44.6% | -9.5% | +54.1% | +43.3% |
| YTD | +45.3% | -8.7% | +54.0% | +43.9% |
| 1Y | +40.1% | -10.0% | +50.1% | +38.8% |
| 3Y | +375.3% | -24.6% | +399.9% | +385.6% |
| All | +293.4% | -36.8% | +330.2% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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