+93.0%
SN vs ROP
+34.9%
+58.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.5% |
| 7D | +7.2% | +2.1% | +5.0% | +6.5% |
| 30D | +20.4% | +32.9% | -12.5% | +11.6% |
| 3M | +23.9% | +20.0% | +3.9% | +18.8% |
| 6M | +93.0% | +36.4% | +56.6% | +78.1% |
| All | +93.0% | +34.9% | +58.2% | +78.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling