+449.1%
SN vs REPL
+6.9%
+442.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.2% |
| 7D | +3.5% | +5.3% | -1.8% | +3.5% |
| 30D | +19.4% | +66.6% | -47.2% | +19.4% |
| 3M | +20.9% | +59.6% | -38.6% | +20.9% |
| 6M | +111.1% | +482.4% | -371.2% | +110.7% |
| YTD | +102.8% | +124.1% | -21.3% | +103.0% |
| 1Y | +146.2% | +138.6% | +7.6% | +146.3% |
| 3Y | +441.4% | +96.0% | +345.4% | +416.1% |
| All | +449.1% | +6.9% | +442.2% | +527.6% |
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