+139.0%
SN vs S
+37.8%
+101.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +7.6% | +1.4% | +6.2% | +7.3% |
| 30D | +22.4% | -10.8% | +33.3% | +23.8% |
| 3M | +21.7% | +5.4% | +16.3% | +19.9% |
| 6M | +102.8% | +41.2% | +61.6% | +95.5% |
| YTD | +102.4% | +56.2% | +46.2% | +93.2% |
| 1Y | +139.0% | +36.3% | +102.7% | +131.9% |
| All | +139.0% | +37.8% | +101.2% | +131.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling