+66.5%
SN vs MULL
+2,620.5%
-2,554.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -3.9% |
| 7D | -3.4% | +14.8% | -18.2% | -5.0% |
| 30D | -9.1% | +36.6% | -45.6% | -12.8% |
| 3M | +31.8% | -8.9% | +40.7% | +25.3% |
| 6M | +52.0% | +311.9% | -259.9% | +5.1% |
| YTD | +51.3% | +579.8% | -528.5% | -7.7% |
| 1Y | +46.9% | +2,421.5% | -2,374.7% | -35.9% |
| All | +66.5% | +2,620.5% | -2,554.0% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling