+43.0%
SN vs TRU
-7.3%
+50.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +0.3% |
| 7D | -9.3% | -6.8% | -2.6% | -7.9% |
| 30D | -4.8% | 0.0% | -4.8% | -4.9% |
| 3M | +40.4% | +13.3% | +27.1% | +36.1% |
| 6M | +50.9% | +3.4% | +47.5% | +47.1% |
| YTD | +54.9% | -6.4% | +61.3% | +52.2% |
| 1Y | +43.0% | -9.7% | +52.7% | +38.7% |
| All | +43.0% | -7.3% | +50.3% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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