+449.1%
SN vs S
+51.0%
+398.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +3.5% | +1.2% | +2.3% | +3.1% |
| 30D | +19.4% | -7.3% | +26.8% | +20.9% |
| 3M | +20.9% | +5.9% | +15.0% | +18.1% |
| 6M | +111.1% | +45.6% | +65.5% | +90.8% |
| YTD | +102.8% | +58.5% | +44.3% | +77.8% |
| 1Y | +146.2% | +37.6% | +108.6% | +122.8% |
| 3Y | +441.4% | +51.7% | +389.8% | +374.6% |
| All | +449.1% | +51.0% | +398.1% | +387.4% |
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