+423.6%
SN vs ROP
-15.8%
+439.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | +0.3% |
| 7D | -9.3% | -4.4% | -4.9% | -7.7% |
| 30D | -4.8% | +3.2% | -8.0% | -5.9% |
| 3M | +40.4% | +23.1% | +17.4% | +28.8% |
| 6M | +50.9% | +13.3% | +37.6% | +42.8% |
| YTD | +54.9% | -7.9% | +62.8% | +64.9% |
| 1Y | +43.0% | -22.1% | +65.1% | +69.1% |
| All | +423.6% | -15.8% | +439.4% | +466.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling