+451.3%
SN vs Z
-19.0%
+470.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +3.5% | -13.1% | +16.6% | +7.9% |
| 30D | +19.4% | +5.9% | +13.6% | +16.5% |
| 3M | +20.9% | -13.7% | +34.6% | +25.1% |
| 6M | +111.1% | -27.1% | +138.2% | +129.8% |
| YTD | +102.8% | -56.8% | +159.6% | +160.7% |
| 1Y | +146.2% | -60.2% | +206.4% | +225.3% |
| All | +451.3% | -19.0% | +470.3% | +522.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling