+425.4%
SN vs TRMB
+1.0%
+424.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.4% |
| 7D | +3.8% | -17.9% | +21.7% | +12.2% |
| 30D | +17.5% | -12.0% | +29.5% | +22.5% |
| 3M | +19.2% | -8.4% | +27.7% | +21.4% |
| 6M | +84.9% | -21.5% | +106.5% | +103.2% |
| YTD | +94.0% | -31.5% | +125.6% | +127.7% |
| 1Y | +151.3% | -33.4% | +184.8% | +199.0% |
| 3Y | +387.1% | +26.5% | +360.6% | +408.6% |
| All | +425.4% | +1.0% | +424.4% | +393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling