+450.0%
SN vs MTB
+106.3%
+343.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | +1.5% | +1.5% | 0.0% | +0.5% |
| 30D | +21.5% | +2.3% | +19.2% | +19.8% |
| 3M | +20.0% | -12.1% | +32.2% | +30.8% |
| 6M | +119.9% | +9.8% | +110.1% | +104.9% |
| YTD | +102.3% | +12.0% | +90.3% | +85.6% |
| 1Y | +148.0% | +22.0% | +126.0% | +114.9% |
| 3Y | +450.0% | +107.6% | +342.4% | +289.0% |
| All | +450.0% | +106.3% | +343.7% | +289.0% |
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