+432.7%
SN vs Z
-46.7%
+479.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.3% |
| 7D | +1.4% | -4.9% | +6.3% | +2.9% |
| 30D | +16.6% | +3.0% | +13.6% | +14.8% |
| 3M | +18.3% | -13.4% | +31.7% | +22.1% |
| 6M | +103.1% | -27.3% | +130.4% | +120.5% |
| YTD | +96.7% | -57.8% | +154.5% | +151.7% |
| 1Y | +134.3% | -60.0% | +194.4% | +204.9% |
| 3Y | +425.2% | -21.5% | +446.7% | +475.0% |
| All | +432.7% | -46.7% | +479.4% | +454.1% |
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