+448.1%
SN vs USFR
+15.6%
+432.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | +22.4% | +0.4% | +22.0% | +22.2% |
| 3M | +21.7% | +1.1% | +20.6% | +21.1% |
| 6M | +102.8% | +2.1% | +100.8% | +100.4% |
| YTD | +102.4% | +3.4% | +99.0% | +96.0% |
| 1Y | +139.0% | +4.1% | +134.9% | +128.0% |
| 3Y | +440.4% | +14.4% | +426.0% | +229.6% |
| All | +448.1% | +15.6% | +432.5% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling