+109.9%
SN vs WOLF
+32.2%
+77.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +16.8% | -14.2% | +1.7% |
| 7D | +7.2% | +8.2% | -1.0% | +6.6% |
| 30D | +20.4% | -24.2% | +44.6% | +21.9% |
| 3M | +23.9% | -13.8% | +37.7% | +23.9% |
| 6M | +93.0% | -44.8% | +137.8% | +94.7% |
| YTD | +99.2% | +36.6% | +62.6% | +79.2% |
| 1Y | +142.6% | +27.6% | +115.0% | +118.3% |
| All | +109.9% | +32.2% | +77.7% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling