+448.1%
SN vs SPY
+70.6%
+377.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | +7.6% | -0.6% | +8.1% | +8.2% |
| 30D | +22.4% | -3.7% | +26.1% | +29.3% |
| 3M | +21.7% | -2.7% | +24.4% | +26.4% |
| 6M | +102.8% | +2.2% | +100.6% | +94.5% |
| YTD | +102.4% | +10.8% | +91.6% | +70.9% |
| 1Y | +139.0% | +11.2% | +127.7% | +100.9% |
| 3Y | +440.4% | +76.5% | +363.9% | +160.5% |
| All | +448.1% | +70.6% | +377.5% | +165.5% |
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