+432.7%
SN vs MTB
+72.3%
+360.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +16.6% | +0.8% | +15.8% | +16.1% |
| 3M | +18.3% | -12.8% | +31.0% | +29.3% |
| 6M | +103.1% | +6.7% | +96.4% | +93.3% |
| YTD | +96.7% | +11.3% | +85.4% | +81.6% |
| 1Y | +134.3% | +20.2% | +114.2% | +105.8% |
| 3Y | +425.2% | +103.8% | +321.5% | +248.4% |
| All | +432.7% | +72.3% | +360.3% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling