+398.8%
SN vs SPY
+75.1%
+323.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.2% |
| 7D | +7.2% | -2.7% | +9.9% | +11.5% |
| 30D | +20.4% | -5.4% | +25.8% | +30.9% |
| 3M | +23.9% | -4.1% | +28.0% | +31.7% |
| 6M | +93.0% | +0.7% | +92.3% | +88.8% |
| YTD | +99.2% | +8.7% | +90.6% | +72.2% |
| 1Y | +142.6% | +10.9% | +131.7% | +103.2% |
| 3Y | +398.8% | +75.0% | +323.8% | +114.8% |
| All | +398.8% | +75.1% | +323.7% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling