+43.0%
SN vs RL
+13.6%
+29.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -2.3% |
| 7D | -9.3% | -0.8% | -8.5% | -8.9% |
| 30D | -4.8% | -7.8% | +3.0% | -0.2% |
| 3M | +40.4% | -4.0% | +44.4% | +42.5% |
| 6M | +50.9% | -1.9% | +52.8% | +49.0% |
| YTD | +54.9% | -0.2% | +55.1% | +51.2% |
| 1Y | +43.0% | +10.7% | +32.4% | +30.8% |
| All | +43.0% | +13.6% | +29.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling