+84.9%
SN vs S
+36.9%
+48.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.8% | +7.8% | +0.2% |
| 7D | +3.8% | -16.7% | +20.5% | +6.3% |
| 30D | +17.5% | -17.0% | +34.5% | +20.2% |
| 3M | +19.2% | +2.0% | +17.2% | +18.4% |
| 6M | +84.9% | +35.1% | +49.9% | +84.7% |
| All | +84.9% | +36.9% | +48.1% | +84.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling