+148.0%
SN vs RSG
+24.9%
+123.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.5% | +2.5% | -0.9% | +1.9% |
| 30D | +21.5% | +12.7% | +8.8% | +23.7% |
| 3M | +20.0% | +17.9% | +2.1% | +23.5% |
| 6M | +119.9% | +25.0% | +94.9% | +131.2% |
| YTD | +102.3% | +20.8% | +81.5% | +106.3% |
| 1Y | +148.0% | +24.3% | +123.7% | +154.1% |
| All | +148.0% | +24.9% | +123.1% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling