+398.8%
SN vs USFR
+14.4%
+384.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.8% |
| 7D | +7.2% | +0.1% | +7.1% | +7.6% |
| 30D | +20.4% | +0.4% | +20.0% | +22.3% |
| 3M | +23.9% | +1.1% | +22.9% | +29.4% |
| 6M | +93.0% | +2.1% | +91.0% | +110.0% |
| YTD | +99.2% | +3.4% | +95.8% | +126.3% |
| 1Y | +142.6% | +4.1% | +138.5% | +179.0% |
| 3Y | +398.8% | +14.4% | +384.4% | +519.5% |
| All | +398.8% | +14.4% | +384.4% | +519.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling