+319.5%
SN vs SPY
+74.8%
+244.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.4% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -4.8% | +0.1% | -4.8% | -4.8% |
| 3M | +40.4% | +2.0% | +38.4% | +36.0% |
| 6M | +50.9% | +13.0% | +37.9% | +24.3% |
| YTD | +54.9% | +13.5% | +41.4% | +26.7% |
| 1Y | +43.0% | +20.0% | +23.1% | +7.1% |
| 3Y | +391.8% | +77.2% | +314.6% | +130.5% |
| All | +319.5% | +74.8% | +244.7% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling