+412.0%
SN vs TRI
-17.7%
+429.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.9% |
| 7D | +0.1% | -7.1% | +7.2% | +1.0% |
| 30D | -5.6% | -2.3% | -3.3% | -5.4% |
| 3M | +48.1% | +19.6% | +28.5% | +42.6% |
| 6M | +57.6% | -8.7% | +66.3% | +60.1% |
| YTD | +56.5% | -22.3% | +78.8% | +68.0% |
| 1Y | +52.6% | -40.7% | +93.2% | +80.9% |
| 3Y | +412.0% | -17.8% | +429.7% | +413.8% |
| All | +412.0% | -17.7% | +429.6% | +413.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling