+398.8%
SN vs MTB
+95.2%
+303.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.3% |
| 7D | +7.2% | -1.3% | +8.5% | +8.2% |
| 30D | +20.4% | +0.5% | +19.9% | +20.1% |
| 3M | +23.9% | -12.4% | +36.3% | +35.3% |
| 6M | +93.0% | +1.5% | +91.5% | +90.0% |
| YTD | +99.2% | +10.3% | +88.9% | +84.6% |
| 1Y | +142.6% | +22.2% | +120.4% | +110.0% |
| 3Y | +398.8% | +96.9% | +301.9% | +251.1% |
| All | +398.8% | +95.2% | +303.6% | +251.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling