+319.5%
SN vs PL
+423.7%
-104.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -9.3% | -9.3% | 0.0% | -8.5% |
| 30D | -4.8% | -18.9% | +14.1% | -2.9% |
| 3M | +40.4% | -58.4% | +98.8% | +51.8% |
| 6M | +50.9% | -30.3% | +81.3% | +51.7% |
| YTD | +54.9% | -8.1% | +63.1% | +49.5% |
| 1Y | +43.0% | +180.5% | -137.5% | +15.4% |
| 3Y | +391.8% | +444.1% | -52.3% | +199.2% |
| All | +319.5% | +423.7% | -104.2% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling