+289.1%
SN vs PSLV
+149.4%
+139.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -7.3% | -3.5% | -3.8% | -6.7% |
| 30D | -13.6% | -2.1% | -11.5% | -13.3% |
| 3M | +18.6% | -1.6% | +20.2% | +18.7% |
| 6M | +46.0% | -25.5% | +71.5% | +52.3% |
| YTD | +43.7% | -11.4% | +55.1% | +37.4% |
| 1Y | +39.2% | +48.6% | -9.4% | +11.9% |
| 3Y | +306.5% | +166.9% | +139.6% | +165.8% |
| All | +289.1% | +149.4% | +139.7% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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