+151.3%
SN vs PR
+80.0%
+71.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -2.2% |
| 7D | +3.8% | -16.5% | +20.4% | -0.8% |
| 30D | +17.5% | -4.5% | +22.1% | +16.4% |
| 3M | +19.2% | +8.5% | +10.7% | +22.0% |
| 6M | +84.9% | -3.3% | +88.3% | +88.5% |
| YTD | +94.0% | +55.7% | +38.3% | +80.5% |
| 1Y | +151.3% | +82.0% | +69.3% | +111.5% |
| All | +151.3% | +80.0% | +71.4% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling