+319.5%
SN vs ROIV
+196.5%
+123.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.4% |
| 7D | -9.3% | +0.6% | -10.0% | -9.5% |
| 30D | -4.8% | +1.0% | -5.7% | -5.1% |
| 3M | +40.4% | +18.3% | +22.1% | +34.8% |
| 6M | +50.9% | +18.3% | +32.6% | +44.2% |
| YTD | +54.9% | +61.0% | -6.0% | +38.0% |
| 1Y | +43.0% | +177.9% | -134.9% | +11.8% |
| 3Y | +391.8% | +199.1% | +192.8% | +234.3% |
| All | +319.5% | +196.5% | +123.0% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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