+52.6%
SN vs SM
+46.7%
+5.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.7% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -5.6% | +31.5% | -37.1% | -0.5% |
| 3M | +48.1% | +17.3% | +30.7% | +54.2% |
| 6M | +57.6% | +48.5% | +9.1% | +65.8% |
| YTD | +56.5% | +106.3% | -49.8% | +60.8% |
| 1Y | +52.6% | +47.3% | +5.3% | +55.2% |
| All | +52.6% | +46.7% | +5.8% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling