+439.5%
SN vs PL
+262.7%
+176.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +1.7% |
| 7D | +7.2% | -6.8% | +14.0% | +7.8% |
| 30D | +20.4% | -29.3% | +49.7% | +24.2% |
| 3M | +23.9% | -44.8% | +68.7% | +30.7% |
| 6M | +93.0% | -68.4% | +161.4% | +112.7% |
| YTD | +99.2% | -36.4% | +135.6% | +98.5% |
| 1Y | +142.6% | +0.7% | +141.9% | +126.1% |
| 3Y | +398.8% | +455.3% | -56.5% | +218.2% |
| All | +439.5% | +262.7% | +176.8% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling