+146.2%
SN vs SFM
-36.1%
+182.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | +3.5% | -7.1% | +10.6% | +3.3% |
| 30D | +19.4% | -21.4% | +40.9% | +18.4% |
| 3M | +20.9% | -40.1% | +61.0% | +18.7% |
| 6M | +111.1% | -38.0% | +149.1% | +106.5% |
| YTD | +102.8% | -36.5% | +139.3% | +102.1% |
| 1Y | +146.2% | -35.2% | +181.4% | +142.9% |
| All | +146.2% | -36.1% | +182.3% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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