+116.1%
SN vs WOLF
+45.1%
+71.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.8% | -6.9% | +2.4% |
| 7D | +7.6% | +25.3% | -17.6% | +6.1% |
| 30D | +24.1% | -14.7% | +38.7% | +24.7% |
| 3M | +23.7% | -20.5% | +44.2% | +24.4% |
| 6M | +105.5% | -43.9% | +149.5% | +107.6% |
| YTD | +105.1% | +50.0% | +55.1% | +83.4% |
| 1Y | +148.3% | +45.5% | +102.8% | +122.2% |
| All | +116.1% | +45.1% | +71.0% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling