+423.6%
SN vs SPG
+111.2%
+312.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.3% |
| 7D | -9.3% | -2.4% | -6.9% | -7.6% |
| 30D | -4.8% | -6.8% | +2.0% | +0.5% |
| 3M | +40.4% | +2.7% | +37.7% | +36.9% |
| 6M | +50.9% | +5.5% | +45.5% | +44.3% |
| YTD | +54.9% | +15.7% | +39.2% | +37.2% |
| 1Y | +43.0% | +20.9% | +22.2% | +21.7% |
| All | +423.6% | +111.2% | +312.4% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling