+425.4%
SN vs URA
+59.3%
+366.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.3% |
| 7D | +3.8% | -13.3% | +17.1% | +7.3% |
| 30D | +17.5% | -25.9% | +43.4% | +25.9% |
| 3M | +19.2% | -27.8% | +47.0% | +28.2% |
| 6M | +84.9% | -42.8% | +127.8% | +109.3% |
| YTD | +94.0% | -27.5% | +121.5% | +104.6% |
| 1Y | +151.3% | -35.1% | +186.5% | +171.3% |
| 3Y | +387.1% | +31.1% | +356.0% | +311.3% |
| All | +425.4% | +59.3% | +366.1% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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