+319.5%
SN vs MTCH
-4.0%
+323.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -9.3% | +0.7% | -10.0% | -9.5% |
| 30D | -4.8% | +9.7% | -14.5% | -6.7% |
| 3M | +40.4% | +21.1% | +19.4% | +34.2% |
| 6M | +50.9% | +37.5% | +13.5% | +40.4% |
| YTD | +54.9% | +31.9% | +23.0% | +45.0% |
| 1Y | +43.0% | +14.6% | +28.5% | +37.6% |
| 3Y | +391.8% | -6.2% | +398.0% | +338.4% |
| All | +319.5% | -4.0% | +323.6% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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