+52.6%
SN vs Z
-63.3%
+115.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.5% | +2.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.8% |
| 30D | -5.6% | -3.7% | -1.9% | -4.9% |
| 3M | +48.1% | -7.0% | +55.0% | +49.8% |
| 6M | +57.6% | -29.5% | +87.1% | +69.9% |
| YTD | +56.5% | -52.6% | +109.1% | +85.9% |
| 1Y | +52.6% | -64.0% | +116.6% | +95.3% |
| All | +52.6% | -63.3% | +115.8% | +95.3% |
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