+323.8%
SN vs SPG
+98.3%
+225.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -5.6% | -4.9% | -0.7% | -1.8% |
| 3M | +48.1% | +3.3% | +44.8% | +43.6% |
| 6M | +57.6% | +11.2% | +46.4% | +44.1% |
| YTD | +56.5% | +17.1% | +39.5% | +36.5% |
| 1Y | +52.6% | +21.6% | +31.0% | +28.2% |
| 3Y | +412.0% | +111.9% | +300.1% | +202.7% |
| All | +323.8% | +98.3% | +225.4% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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