+434.8%
SN vs SPY
+78.7%
+356.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.4% |
| 7D | +1.4% | +3.3% | -1.9% | -3.6% |
| 30D | +16.6% | -2.7% | +19.3% | +21.3% |
| 3M | +18.3% | -1.7% | +20.0% | +21.0% |
| 6M | +103.1% | +3.1% | +100.0% | +91.6% |
| YTD | +96.7% | +11.9% | +84.8% | +62.2% |
| 1Y | +134.3% | +12.0% | +122.4% | +93.2% |
| All | +434.8% | +78.7% | +356.1% | +106.9% |
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