+289.1%
SN vs MKTX
-36.8%
+325.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -7.3% | -0.2% | -7.0% | -7.3% |
| 30D | -13.6% | +0.7% | -14.3% | -13.6% |
| 3M | +18.6% | +40.8% | -22.2% | +17.8% |
| 6M | +46.0% | -8.0% | +54.0% | +44.7% |
| YTD | +43.7% | -8.7% | +52.4% | +42.4% |
| 1Y | +39.2% | -11.8% | +51.0% | +37.9% |
| 3Y | +306.5% | -24.0% | +330.5% | +312.9% |
| All | +289.1% | -36.8% | +325.9% | +370.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling