+130.4%
SN vs Q
+66.4%
+64.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +1.2% |
| 7D | +7.2% | +0.3% | +6.9% | +7.0% |
| 30D | +20.4% | -9.8% | +30.2% | +23.0% |
| 3M | +23.9% | -12.2% | +36.1% | +26.9% |
| 6M | +93.0% | -21.6% | +114.7% | +100.2% |
| YTD | +99.2% | +43.6% | +55.7% | +72.0% |
| 1Y | +142.6% | +25.7% | +116.9% | +106.4% |
| All | +130.4% | +66.4% | +64.1% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling