+398.8%
SN vs MOD
+129.2%
+269.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.5% |
| 7D | +7.2% | -25.5% | +32.7% | +13.0% |
| 30D | +20.4% | -49.0% | +69.4% | +37.8% |
| 3M | +23.9% | -49.8% | +73.7% | +41.0% |
| 6M | +93.0% | -64.8% | +157.8% | +135.1% |
| YTD | +99.2% | -27.6% | +126.9% | +96.5% |
| 1Y | +142.6% | -35.2% | +177.8% | +144.0% |
| 3Y | +398.8% | +137.1% | +261.7% | +286.7% |
| All | +398.8% | +129.2% | +269.6% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling