+148.0%
SN vs MTB
+21.0%
+127.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | +1.5% | +1.5% | 0.0% | +0.4% |
| 30D | +21.5% | +2.3% | +19.2% | +19.6% |
| 3M | +20.0% | -12.1% | +32.2% | +31.9% |
| 6M | +119.9% | +9.8% | +110.1% | +98.2% |
| YTD | +102.3% | +12.0% | +90.3% | +73.8% |
| 1Y | +148.0% | +22.0% | +126.0% | +92.2% |
| All | +148.0% | +21.0% | +127.0% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling