+148.0%
SN vs TRMB
-31.7%
+179.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | +1.5% | +2.8% | -1.3% | +0.6% |
| 30D | +21.5% | -5.9% | +27.4% | +20.9% |
| 3M | +20.0% | -3.3% | +23.3% | +17.6% |
| 6M | +119.9% | +1.3% | +118.6% | +108.9% |
| YTD | +102.3% | -29.0% | +131.3% | +127.7% |
| 1Y | +148.0% | -27.8% | +175.7% | +175.9% |
| All | +148.0% | -31.7% | +179.7% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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