+319.5%
SN vs SM
+9.1%
+310.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -4.8% | +26.3% | -31.1% | -8.6% |
| 3M | +40.4% | +8.7% | +31.7% | +37.5% |
| 6M | +50.9% | +51.7% | -0.7% | +32.4% |
| YTD | +54.9% | +99.0% | -44.1% | +23.6% |
| 1Y | +43.0% | +34.6% | +8.4% | +29.1% |
| 3Y | +391.8% | -7.8% | +399.6% | +291.9% |
| All | +319.5% | +9.1% | +310.4% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling