+432.7%
SN vs S
+41.5%
+391.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -1.6% |
| 7D | +1.4% | +4.1% | -2.7% | +0.5% |
| 30D | +16.6% | -7.2% | +23.8% | +18.0% |
| 3M | +18.3% | 0.0% | +18.3% | +17.0% |
| 6M | +103.1% | +41.6% | +61.4% | +84.6% |
| YTD | +96.7% | +48.6% | +48.1% | +74.9% |
| 1Y | +134.3% | +30.0% | +104.3% | +114.6% |
| 3Y | +425.2% | +42.2% | +383.1% | +366.9% |
| All | +432.7% | +41.5% | +391.1% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling