+425.4%
SN vs ROIV
+210.9%
+214.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.1% |
| 7D | +3.8% | -2.4% | +6.2% | +4.3% |
| 30D | +17.5% | +3.1% | +14.5% | +16.6% |
| 3M | +19.2% | +5.8% | +13.4% | +17.0% |
| 6M | +84.9% | +29.3% | +55.6% | +72.4% |
| YTD | +94.0% | +68.8% | +25.3% | +70.0% |
| 1Y | +151.3% | +81.0% | +70.3% | +116.6% |
| 3Y | +387.1% | +294.6% | +92.4% | +260.0% |
| All | +425.4% | +210.9% | +214.5% | +247.4% |
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