+323.8%
SN vs MTB
+87.0%
+236.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +0.1% | +2.8% | -2.6% | -1.8% |
| 30D | -5.6% | -4.2% | -1.4% | -2.9% |
| 3M | +48.1% | +7.8% | +40.3% | +40.3% |
| 6M | +57.6% | +14.8% | +42.8% | +43.4% |
| YTD | +56.5% | +20.8% | +35.7% | +37.0% |
| 1Y | +52.6% | +23.1% | +29.4% | +31.8% |
| 3Y | +412.0% | +114.8% | +297.1% | +225.3% |
| All | +323.8% | +87.0% | +236.8% | +151.8% |
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