+439.5%
SN vs PR
+115.8%
+323.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.2% |
| 7D | +7.2% | -16.4% | +23.6% | +11.7% |
| 30D | +20.4% | -1.9% | +22.3% | +20.2% |
| 3M | +23.9% | +8.0% | +16.0% | +19.6% |
| 6M | +93.0% | +4.1% | +88.9% | +86.8% |
| YTD | +99.2% | +58.7% | +40.5% | +59.8% |
| 1Y | +142.6% | +75.8% | +66.8% | +85.6% |
| 3Y | +398.8% | +73.2% | +325.6% | +268.2% |
| All | +439.5% | +115.8% | +323.7% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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