+447.8%
SN vs MKTX
-35.7%
+483.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +21.5% | +0.9% | +20.6% | +21.5% |
| 3M | +20.0% | +2.6% | +17.5% | +20.0% |
| 6M | +119.9% | +20.4% | +99.5% | +118.0% |
| YTD | +102.3% | -7.1% | +109.4% | +100.4% |
| 1Y | +148.0% | -2.8% | +150.7% | +145.4% |
| 3Y | +450.0% | -21.7% | +471.7% | +448.9% |
| All | +447.8% | -35.7% | +483.4% | +562.7% |
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