+440.4%
SN vs REPL
+100.5%
+339.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.6% | -5.9% | -1.3% |
| 7D | +7.6% | +12.7% | -5.2% | +7.6% |
| 30D | +22.4% | +73.5% | -51.0% | +22.6% |
| 3M | +21.7% | +70.3% | -48.6% | +21.8% |
| 6M | +102.8% | +472.0% | -369.2% | +103.5% |
| YTD | +102.4% | +139.5% | -37.1% | +103.4% |
| 1Y | +139.0% | +167.3% | -28.3% | +140.1% |
| 3Y | +440.4% | +109.5% | +330.9% | +430.0% |
| All | +440.4% | +100.5% | +339.9% | +430.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling