+448.1%
SN vs SM
-11.6%
+459.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.5% |
| 7D | +7.6% | -19.5% | +27.1% | +10.3% |
| 30D | +22.4% | -20.2% | +42.7% | +25.5% |
| 3M | +21.7% | -6.5% | +28.2% | +21.0% |
| 6M | +102.8% | +1.6% | +101.3% | +95.2% |
| YTD | +102.4% | +61.2% | +41.2% | +64.7% |
| 1Y | +139.0% | +65.4% | +73.6% | +92.0% |
| 3Y | +440.4% | -13.0% | +453.4% | +413.4% |
| All | +448.1% | -11.6% | +459.7% | +498.4% |
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