+439.5%
SN vs SM
-10.4%
+449.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.6% |
| 7D | +7.2% | -25.9% | +33.1% | +11.2% |
| 30D | +20.4% | -15.1% | +35.5% | +22.3% |
| 3M | +23.9% | +4.9% | +19.0% | +20.9% |
| 6M | +93.0% | +6.1% | +86.9% | +84.1% |
| YTD | +99.2% | +63.4% | +35.8% | +61.8% |
| 1Y | +142.6% | +72.5% | +70.1% | +92.7% |
| 3Y | +398.8% | -16.9% | +415.7% | +361.2% |
| All | +439.5% | -10.4% | +449.9% | +488.1% |
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