+319.5%
SN vs PR
+130.2%
+189.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -9.3% | +2.9% | -12.2% | -10.1% |
| 30D | -4.8% | +18.0% | -22.8% | -9.5% |
| 3M | +40.4% | +16.9% | +23.6% | +32.8% |
| 6M | +50.9% | +28.2% | +22.7% | +35.6% |
| YTD | +54.9% | +69.3% | -14.4% | +23.3% |
| 1Y | +43.0% | +69.5% | -26.5% | +13.1% |
| 3Y | +391.8% | +81.7% | +310.1% | +255.7% |
| All | +319.5% | +130.2% | +189.3% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling