+122.7%
SN vs MULL
+1,070.1%
-947.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +7.6% | -32.2% | +39.8% | +10.7% |
| 30D | +22.4% | -55.4% | +77.8% | +30.8% |
| 3M | +21.7% | -41.3% | +62.9% | +24.6% |
| 6M | +102.8% | -44.9% | +147.7% | +89.3% |
| YTD | +102.4% | +192.4% | -90.0% | +31.8% |
| 1Y | +139.0% | +239.4% | -100.5% | +48.0% |
| All | +122.7% | +1,070.1% | -947.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling