+432.7%
SN vs ROP
-1.2%
+433.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.4% | -2.7% | +4.1% | +2.3% |
| 30D | +16.6% | +29.7% | -13.1% | +5.7% |
| 3M | +18.3% | +21.2% | -2.9% | +9.9% |
| 6M | +103.1% | +48.3% | +54.8% | +73.3% |
| YTD | +96.7% | +8.4% | +88.3% | +96.5% |
| 1Y | +134.3% | +6.0% | +128.3% | +137.5% |
| 3Y | +425.2% | -5.6% | +430.8% | +464.2% |
| All | +432.7% | -1.2% | +433.8% | +449.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling