+319.5%
SN vs MOD
+439.4%
-119.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.9% |
| 7D | -9.3% | +9.6% | -18.9% | -11.1% |
| 30D | -4.8% | 0.0% | -4.8% | -5.1% |
| 3M | +40.4% | -35.4% | +75.8% | +52.1% |
| 6M | +50.9% | -7.3% | +58.2% | +49.2% |
| YTD | +54.9% | +45.8% | +9.1% | +37.7% |
| 1Y | +43.0% | +43.1% | -0.1% | +26.1% |
| 3Y | +391.8% | +297.7% | +94.2% | +338.0% |
| All | +319.5% | +439.4% | -119.8% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling