+146.2%
SN vs SPG
+33.6%
+112.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | +2.7% | +0.8% | +1.6% |
| 30D | +19.4% | +16.6% | +2.9% | +7.8% |
| 3M | +20.9% | +8.1% | +12.8% | +14.5% |
| 6M | +111.1% | +19.3% | +91.8% | +85.9% |
| YTD | +102.8% | +31.1% | +71.7% | +72.2% |
| 1Y | +146.2% | +32.8% | +113.4% | +106.9% |
| All | +146.2% | +33.6% | +112.6% | +106.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling