+323.8%
SN vs TXG
+4.0%
+319.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | 0.0% |
| 7D | +0.1% | +9.4% | -9.2% | -1.9% |
| 30D | -5.6% | +26.1% | -31.7% | -10.8% |
| 3M | +48.1% | +124.8% | -76.7% | +20.9% |
| 6M | +57.6% | +215.2% | -157.6% | +18.0% |
| YTD | +56.5% | +302.2% | -245.7% | +9.2% |
| 1Y | +52.6% | +370.9% | -318.4% | -0.1% |
| 3Y | +412.0% | +38.5% | +373.5% | +305.2% |
| All | +323.8% | +4.0% | +319.7% | +285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling