+450.0%
SN vs ROP
-5.1%
+455.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +21.5% | +28.8% | -7.3% | +10.7% |
| 3M | +20.0% | +21.1% | -1.0% | +11.9% |
| 6M | +119.9% | +52.5% | +67.4% | +86.4% |
| YTD | +102.3% | +8.9% | +93.4% | +102.4% |
| 1Y | +148.0% | +8.2% | +139.8% | +149.0% |
| 3Y | +450.0% | -5.2% | +455.2% | +476.2% |
| All | +450.0% | -5.1% | +455.1% | +476.2% |
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 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