+309.7%
SN vs RSG
+52.3%
+257.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -9.1% | +3.7% | -12.7% | -9.5% |
| 3M | +31.8% | +6.2% | +25.6% | +30.7% |
| 6M | +52.0% | -2.8% | +54.8% | +53.2% |
| YTD | +51.3% | +5.9% | +45.4% | +48.7% |
| 1Y | +46.9% | -1.8% | +48.6% | +48.1% |
| 3Y | +394.9% | +57.5% | +337.4% | +289.5% |
| All | +309.7% | +52.3% | +257.3% | +240.3% |
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