+46.9%
SN vs TRU
-16.5%
+63.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.2% |
| 7D | -3.4% | -6.5% | +3.1% | -2.0% |
| 30D | -9.1% | -2.5% | -6.6% | -8.6% |
| 3M | +31.8% | +10.4% | +21.4% | +28.2% |
| 6M | +52.0% | +1.6% | +50.4% | +49.0% |
| YTD | +51.3% | -9.7% | +61.0% | +50.2% |
| 1Y | +46.9% | -17.3% | +64.1% | +42.1% |
| All | +46.9% | -16.5% | +63.4% | +42.1% |
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