+439.5%
SN vs S
+38.2%
+401.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.3% |
| 7D | +7.2% | -13.4% | +20.6% | +10.4% |
| 30D | +20.4% | -14.0% | +34.4% | +23.8% |
| 3M | +23.9% | +4.9% | +19.0% | +21.3% |
| 6M | +93.0% | +42.0% | +51.0% | +75.2% |
| YTD | +99.2% | +45.1% | +54.1% | +78.1% |
| 1Y | +142.6% | +33.1% | +109.5% | +120.6% |
| 3Y | +398.8% | +40.6% | +358.2% | +344.8% |
| All | +439.5% | +38.2% | +401.2% | +388.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling