+434.8%
SN vs RSG
+66.5%
+368.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.2% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | +16.6% | +15.0% | +1.6% | +14.8% |
| 3M | +18.3% | +18.5% | -0.2% | +16.1% |
| 6M | +103.1% | +25.8% | +77.3% | +97.9% |
| YTD | +96.7% | +20.8% | +75.9% | +91.1% |
| 1Y | +134.3% | +24.8% | +109.5% | +125.4% |
| All | +434.8% | +66.5% | +368.4% | +363.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling