+158.9%
SN vs TXG
+406.9%
-248.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.7% | +3.8% |
| 7D | +10.6% | -19.3% | +29.9% | +12.8% |
| 30D | +20.0% | -30.9% | +50.9% | +24.2% |
| 3M | +30.4% | +41.1% | -10.7% | +22.4% |
| 6M | +91.0% | +211.9% | -120.9% | +60.7% |
| YTD | +95.9% | +314.0% | -218.0% | +64.7% |
| 1Y | +158.9% | +405.4% | -246.5% | +119.2% |
| All | +158.9% | +406.9% | -248.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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