+432.7%
SN vs SM
-1.9%
+434.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -3.7% |
| 7D | +1.4% | +10.6% | -9.2% | 0.0% |
| 30D | +16.6% | -15.0% | +31.6% | +18.6% |
| 3M | +18.3% | +1.7% | +16.6% | +16.4% |
| 6M | +103.1% | +5.9% | +97.2% | +95.6% |
| YTD | +96.7% | +79.0% | +17.7% | +57.8% |
| 1Y | +134.3% | +84.7% | +49.7% | +85.6% |
| 3Y | +425.2% | -3.5% | +428.7% | +392.0% |
| All | +432.7% | -1.9% | +434.5% | +473.4% |
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