+425.4%
SN vs REPL
-1.8%
+427.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -1.0% |
| 7D | +3.8% | +15.1% | -11.3% | +3.8% |
| 30D | +17.5% | +51.1% | -33.5% | +17.5% |
| 3M | +19.2% | +69.2% | -50.0% | +19.3% |
| 6M | +84.9% | +597.6% | -512.6% | +84.4% |
| YTD | +94.0% | +106.0% | -11.9% | +94.2% |
| 1Y | +151.3% | +133.3% | +18.0% | +151.3% |
| 3Y | +387.1% | +41.0% | +346.1% | +383.5% |
| All | +425.4% | -1.8% | +427.2% | +500.6% |
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 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