+139.0%
SN vs Z
-60.5%
+199.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | 0.0% |
| 7D | +7.6% | -6.5% | +14.0% | +9.0% |
| 30D | +22.4% | -0.1% | +22.5% | +21.9% |
| 3M | +21.7% | -14.1% | +35.8% | +25.3% |
| 6M | +102.8% | -30.1% | +132.9% | +118.5% |
| YTD | +102.4% | -57.5% | +159.9% | +145.7% |
| 1Y | +139.0% | -60.3% | +199.3% | +196.0% |
| All | +139.0% | -60.5% | +199.5% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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