+447.8%
SN vs Z
-44.9%
+492.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.6% | +1.8% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +21.5% | +5.2% | +16.3% | +18.9% |
| 3M | +20.0% | -17.0% | +37.1% | +25.8% |
| 6M | +119.9% | -22.7% | +142.6% | +134.1% |
| YTD | +102.3% | -56.3% | +158.6% | +156.2% |
| 1Y | +148.0% | -57.7% | +205.6% | +216.7% |
| 3Y | +450.0% | -16.5% | +466.6% | +494.2% |
| All | +447.8% | -44.9% | +492.7% | +463.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling