+455.3%
SN vs TRU
+6.5%
+448.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +2.0% |
| 7D | +7.6% | +4.9% | +2.7% | +5.6% |
| 30D | +24.1% | +26.9% | -2.9% | +12.4% |
| 3M | +23.7% | +4.0% | +19.7% | +20.8% |
| 6M | +105.5% | +15.8% | +89.7% | +90.5% |
| YTD | +105.1% | -2.6% | +107.7% | +101.4% |
| 1Y | +148.3% | +3.9% | +144.4% | +136.4% |
| 3Y | +438.7% | +59.2% | +379.5% | +377.4% |
| All | +455.3% | +6.5% | +448.8% | +411.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling