+119.2%
SN vs MULL
+968.6%
-849.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.1% | -6.4% | +1.8% |
| 7D | +7.2% | -42.7% | +49.9% | +12.2% |
| 30D | +20.4% | -63.8% | +84.1% | +31.4% |
| 3M | +23.9% | -49.0% | +73.0% | +28.8% |
| 6M | +93.0% | -38.2% | +131.2% | +74.6% |
| YTD | +99.2% | +167.0% | -67.8% | +31.0% |
| 1Y | +142.6% | +247.7% | -105.1% | +48.0% |
| All | +119.2% | +968.6% | -849.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling