+447.8%
SN vs SPY
+71.6%
+376.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.4% |
| 7D | +1.5% | +2.6% | -1.1% | -2.4% |
| 30D | +21.5% | -2.0% | +23.5% | +24.8% |
| 3M | +20.0% | -2.8% | +22.8% | +24.8% |
| 6M | +119.9% | +2.1% | +117.8% | +111.2% |
| YTD | +102.3% | +11.5% | +90.8% | +69.2% |
| 1Y | +148.0% | +13.5% | +134.5% | +102.0% |
| 3Y | +450.0% | +77.7% | +372.3% | +162.5% |
| All | +447.8% | +71.6% | +376.2% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling