+455.3%
SN vs SPG
+120.5%
+334.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.3% |
| 7D | +7.6% | +5.1% | +2.6% | +3.4% |
| 30D | +24.1% | +16.8% | +7.2% | +9.5% |
| 3M | +23.7% | +5.7% | +18.1% | +18.2% |
| 6M | +105.5% | +17.8% | +87.7% | +79.3% |
| YTD | +105.1% | +30.1% | +75.0% | +64.3% |
| 1Y | +148.3% | +32.8% | +115.5% | +95.3% |
| 3Y | +438.7% | +137.2% | +301.5% | +182.5% |
| All | +455.3% | +120.5% | +334.9% | +252.5% |
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