+323.8%
SN vs ROP
-18.4%
+342.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.1% |
| 7D | +0.1% | -5.4% | +5.5% | +2.2% |
| 30D | -5.6% | -1.6% | -4.0% | -5.0% |
| 3M | +48.1% | +18.8% | +29.2% | +37.7% |
| 6M | +57.6% | +8.2% | +49.4% | +52.1% |
| YTD | +56.5% | -10.5% | +67.0% | +68.1% |
| 1Y | +52.6% | -23.7% | +76.3% | +80.6% |
| 3Y | +412.0% | -17.9% | +429.8% | +466.4% |
| All | +323.8% | -18.4% | +342.1% | +370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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