+432.7%
SN vs RSG
+73.8%
+358.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | +18.3% | +18.5% | -0.2% | +15.6% |
| 6M | +103.1% | +25.8% | +77.3% | +96.4% |
| YTD | +96.7% | +20.8% | +75.9% | +89.9% |
| 1Y | +134.3% | +24.8% | +109.5% | +123.8% |
| 3Y | +425.2% | +65.9% | +359.3% | +326.4% |
| All | +432.7% | +73.8% | +358.9% | +334.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling