+323.8%
SN vs USFR
+14.7%
+309.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -5.6% | +0.3% | -5.9% | -5.7% |
| 3M | +48.1% | +1.0% | +47.1% | +47.3% |
| 6M | +57.6% | +1.9% | +55.7% | +55.3% |
| YTD | +56.5% | +2.7% | +53.9% | +52.1% |
| 1Y | +52.6% | +4.0% | +48.5% | +42.5% |
| 3Y | +412.0% | +14.0% | +397.9% | +208.5% |
| All | +323.8% | +14.7% | +309.1% | +117.2% |
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