+398.8%
SN vs SFM
+18.5%
+380.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.5% | +3.4% |
| 7D | +7.2% | -1.2% | +8.4% | +7.3% |
| 30D | +20.4% | -24.8% | +45.2% | +24.5% |
| 3M | +23.9% | -43.7% | +67.6% | +34.5% |
| 6M | +93.0% | -37.3% | +130.3% | +103.3% |
| YTD | +99.2% | -38.4% | +137.6% | +108.8% |
| 1Y | +142.6% | -36.9% | +179.5% | +152.4% |
| 3Y | +398.8% | +20.7% | +378.1% | +413.5% |
| All | +398.8% | +18.5% | +380.3% | +413.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling