+455.3%
SN vs SM
-12.9%
+468.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.3% |
| 7D | +7.6% | -22.3% | +29.9% | +11.0% |
| 30D | +24.1% | -21.4% | +45.4% | +27.4% |
| 3M | +23.7% | +1.4% | +22.4% | +21.3% |
| 6M | +105.5% | +0.1% | +105.4% | +98.2% |
| YTD | +105.1% | +59.0% | +46.1% | +67.2% |
| 1Y | +148.3% | +64.3% | +83.9% | +99.3% |
| 3Y | +438.7% | -13.1% | +451.8% | +415.5% |
| All | +455.3% | -12.9% | +468.2% | +507.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling