+158.9%
SN vs WOLF
-3.0%
+161.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.5% | +4.0% |
| 7D | +10.6% | -14.5% | +25.1% | +11.6% |
| 30D | +20.0% | -32.0% | +52.0% | +22.6% |
| 3M | +30.4% | -15.8% | +46.1% | +30.6% |
| 6M | +91.0% | -36.6% | +127.6% | +88.6% |
| YTD | +95.9% | +30.9% | +65.0% | +68.2% |
| 1Y | +158.9% | +4.1% | +154.8% | +126.4% |
| All | +158.9% | -3.0% | +161.9% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling