+142.6%
SN vs PL
-3.5%
+146.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +2.2% |
| 7D | +7.2% | -6.8% | +14.0% | +7.4% |
| 30D | +20.4% | -29.3% | +49.7% | +22.0% |
| 3M | +23.9% | -44.8% | +68.7% | +26.6% |
| 6M | +93.0% | -68.4% | +161.4% | +101.2% |
| YTD | +99.2% | -36.4% | +135.6% | +98.8% |
| 1Y | +142.6% | +0.7% | +141.9% | +131.7% |
| All | +142.6% | -3.5% | +146.1% | +131.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling