+289.1%
SN vs TRI
-22.0%
+311.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -7.3% | -7.9% | +0.6% | -6.2% |
| 30D | -13.6% | -4.5% | -9.1% | -13.2% |
| 3M | +18.6% | +22.1% | -3.5% | +13.6% |
| 6M | +46.0% | -2.8% | +48.7% | +46.2% |
| YTD | +43.7% | -23.4% | +67.1% | +55.0% |
| 1Y | +39.2% | -41.5% | +80.7% | +66.6% |
| 3Y | +306.5% | -19.2% | +325.7% | +305.3% |
| All | +289.1% | -22.0% | +311.1% | +302.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling