+425.4%
SN vs PL
+228.6%
+196.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.1% | +9.2% | 0.0% |
| 7D | +3.8% | -20.5% | +24.4% | +6.0% |
| 30D | +17.5% | -38.8% | +56.3% | +23.0% |
| 3M | +19.2% | -49.1% | +68.4% | +26.8% |
| 6M | +84.9% | -69.4% | +154.3% | +104.3% |
| YTD | +94.0% | -42.3% | +136.4% | +95.2% |
| 1Y | +151.3% | -14.2% | +165.5% | +138.3% |
| 3Y | +387.1% | +398.7% | -11.6% | +214.4% |
| All | +425.4% | +228.6% | +196.8% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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