+448.1%
SN vs MTB
+73.0%
+375.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.7% |
| 7D | +7.6% | -0.7% | +8.2% | +8.0% |
| 30D | +22.4% | +1.4% | +21.0% | +21.5% |
| 3M | +21.7% | -11.6% | +33.2% | +31.8% |
| 6M | +102.8% | +5.4% | +97.4% | +94.8% |
| YTD | +102.4% | +11.7% | +90.7% | +86.3% |
| 1Y | +139.0% | +20.5% | +118.4% | +109.4% |
| 3Y | +440.4% | +104.5% | +335.9% | +257.5% |
| All | +448.1% | +73.0% | +375.1% | +242.5% |
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