+455.3%
SN vs RL
+223.5%
+231.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | -0.8% |
| 7D | +7.6% | +0.2% | +7.4% | +7.1% |
| 30D | +24.1% | +7.3% | +16.7% | +18.1% |
| 3M | +23.7% | +1.0% | +22.7% | +22.1% |
| 6M | +105.5% | +11.8% | +93.8% | +88.0% |
| YTD | +105.1% | +13.6% | +91.5% | +85.2% |
| 1Y | +148.3% | +24.0% | +124.2% | +111.4% |
| 3Y | +438.7% | +256.6% | +182.1% | +194.2% |
| All | +455.3% | +223.5% | +231.8% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling