+158.9%
SN vs TRI
-22.4%
+181.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.3% | +3.7% |
| 7D | +10.6% | +1.0% | +9.7% | +10.5% |
| 30D | +20.0% | +20.8% | -0.7% | +18.8% |
| 3M | +30.4% | +8.1% | +22.3% | +29.3% |
| 6M | +91.0% | +24.2% | +66.8% | +88.1% |
| YTD | +95.9% | -7.8% | +103.7% | +94.6% |
| 1Y | +158.9% | -16.7% | +175.5% | +154.7% |
| All | +158.9% | -22.4% | +181.3% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling