+319.5%
SN vs RSG
+52.5%
+267.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.9% |
| 7D | -9.3% | +0.3% | -9.6% | -9.4% |
| 30D | -4.8% | +7.6% | -12.4% | -5.7% |
| 3M | +40.4% | +7.4% | +33.0% | +39.0% |
| 6M | +50.9% | -3.3% | +54.2% | +52.3% |
| YTD | +54.9% | +6.0% | +48.9% | +52.3% |
| 1Y | +43.0% | -3.7% | +46.7% | +45.3% |
| 3Y | +391.8% | +59.1% | +332.7% | +283.8% |
| All | +319.5% | +52.5% | +267.1% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling