+319.5%
SN vs REPL
-26.2%
+345.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -9.3% | -3.0% | -6.4% | -9.3% |
| 30D | -4.8% | +27.1% | -31.9% | -4.7% |
| 3M | +40.4% | +52.4% | -12.0% | +40.8% |
| 6M | +50.9% | +107.4% | -56.5% | +50.9% |
| YTD | +54.9% | +54.7% | +0.2% | +55.1% |
| 1Y | +43.0% | +158.9% | -115.8% | +42.3% |
| 3Y | +391.8% | -23.7% | +415.6% | +445.0% |
| All | +319.5% | -26.2% | +345.7% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling