+439.5%
SN vs REPL
+6.1%
+433.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.7% |
| 7D | +7.2% | +22.8% | -15.6% | +7.2% |
| 30D | +20.4% | +63.8% | -43.4% | +20.4% |
| 3M | +23.9% | +68.1% | -44.2% | +23.9% |
| 6M | +93.0% | +528.5% | -435.4% | +92.6% |
| YTD | +99.2% | +122.4% | -23.2% | +99.4% |
| 1Y | +142.6% | +154.4% | -11.8% | +142.6% |
| 3Y | +398.8% | +68.0% | +330.8% | +385.4% |
| All | +439.5% | +6.1% | +433.4% | +516.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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