+319.5%
SN vs TRU
+2.4%
+317.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.4% |
| 7D | -9.3% | -6.8% | -2.6% | -6.7% |
| 30D | -4.8% | 0.0% | -4.8% | -5.0% |
| 3M | +40.4% | +13.3% | +27.1% | +32.1% |
| 6M | +50.9% | +3.4% | +47.5% | +47.0% |
| YTD | +54.9% | -6.4% | +61.3% | +55.5% |
| 1Y | +43.0% | -9.7% | +52.7% | +44.8% |
| 3Y | +391.8% | +0.1% | +391.7% | +367.8% |
| All | +319.5% | +2.4% | +317.1% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling