+455.3%
SN vs ROP
-2.5%
+457.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.3% |
| 7D | +7.6% | -1.6% | +9.3% | +8.2% |
| 30D | +24.1% | +29.5% | -5.5% | +12.5% |
| 3M | +23.7% | +17.5% | +6.2% | +16.3% |
| 6M | +105.5% | +38.1% | +67.5% | +80.6% |
| YTD | +105.1% | +7.0% | +98.1% | +105.9% |
| 1Y | +148.3% | +6.5% | +141.8% | +150.0% |
| 3Y | +438.7% | -5.5% | +444.1% | +475.4% |
| All | +455.3% | -2.5% | +457.8% | +475.9% |
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