+455.3%
SN vs SPY
+71.2%
+384.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | -0.6% |
| 7D | +7.6% | +0.1% | +7.6% | +7.2% |
| 30D | +24.1% | -3.3% | +27.4% | +30.3% |
| 3M | +23.7% | -2.4% | +26.1% | +27.9% |
| 6M | +105.5% | +2.6% | +103.0% | +96.0% |
| YTD | +105.1% | +11.2% | +93.9% | +72.2% |
| 1Y | +148.3% | +13.4% | +134.9% | +102.5% |
| 3Y | +438.7% | +79.9% | +358.8% | +155.2% |
| All | +455.3% | +71.2% | +384.1% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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