+412.0%
SN vs TRU
-1.9%
+413.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +2.2% |
| 7D | +0.1% | -7.2% | +7.3% | +3.1% |
| 30D | -5.6% | -2.8% | -2.8% | -4.7% |
| 3M | +48.1% | +13.0% | +35.0% | +39.3% |
| 6M | +57.6% | +0.7% | +57.0% | +55.1% |
| YTD | +56.5% | -9.0% | +65.5% | +58.9% |
| 1Y | +52.6% | -16.3% | +68.9% | +60.2% |
| 3Y | +412.0% | -1.1% | +413.0% | +405.3% |
| All | +412.0% | -1.9% | +413.8% | +405.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling