+319.5%
SN vs PSLV
+158.3%
+161.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -9.3% | -0.6% | -8.7% | -9.2% |
| 30D | -4.8% | +7.3% | -12.1% | -6.0% |
| 3M | +40.4% | -7.4% | +47.8% | +41.9% |
| 6M | +50.9% | -20.3% | +71.2% | +55.6% |
| YTD | +54.9% | -8.2% | +63.2% | +47.3% |
| 1Y | +43.0% | +57.9% | -14.9% | +13.2% |
| 3Y | +391.8% | +162.1% | +229.8% | +223.3% |
| All | +319.5% | +158.3% | +161.2% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling