+46.9%
SN vs SPXU
-37.3%
+84.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.6% |
| 7D | -3.4% | +1.3% | -4.7% | -2.7% |
| 30D | -9.1% | +5.1% | -14.2% | -6.6% |
| 3M | +31.8% | -9.1% | +40.9% | +26.9% |
| 6M | +52.0% | -29.6% | +81.6% | +27.6% |
| YTD | +51.3% | -27.7% | +79.0% | +29.3% |
| 1Y | +46.9% | -37.0% | +83.8% | +22.2% |
| All | +46.9% | -37.3% | +84.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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