+319.5%
SN vs MKTX
-36.7%
+356.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -9.3% | +0.4% | -9.7% | -9.3% |
| 30D | -4.8% | +1.1% | -5.9% | -4.8% |
| 3M | +40.4% | +36.1% | +4.3% | +39.5% |
| 6M | +50.9% | -12.9% | +63.8% | +49.7% |
| YTD | +54.9% | -8.5% | +63.5% | +53.5% |
| 1Y | +43.0% | -7.5% | +50.6% | +41.6% |
| 3Y | +391.8% | -28.3% | +420.2% | +423.3% |
| All | +319.5% | -36.7% | +356.2% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling