+319.5%
SN vs THC
+252.5%
+67.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -9.3% | -0.7% | -8.7% | -9.2% |
| 30D | -4.8% | +1.3% | -6.1% | -5.2% |
| 3M | +40.4% | +64.2% | -23.8% | +23.0% |
| 6M | +50.9% | +8.3% | +42.7% | +47.1% |
| YTD | +54.9% | +33.4% | +21.6% | +42.3% |
| 1Y | +43.0% | +37.7% | +5.4% | +29.2% |
| 3Y | +391.8% | +236.8% | +155.0% | +227.5% |
| All | +319.5% | +252.5% | +67.1% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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