+319.5%
SN vs MTB
+88.1%
+231.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -9.3% | +1.7% | -11.1% | -10.4% |
| 30D | -4.8% | -4.2% | -0.6% | -2.1% |
| 3M | +40.4% | +8.9% | +31.6% | +32.2% |
| 6M | +50.9% | +10.9% | +40.1% | +40.4% |
| YTD | +54.9% | +21.5% | +33.5% | +35.1% |
| 1Y | +43.0% | +21.9% | +21.1% | +24.4% |
| 3Y | +391.8% | +109.2% | +282.6% | +206.3% |
| All | +319.5% | +88.1% | +231.5% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling