+93.0%
SN vs Z
-34.5%
+127.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.3% |
| 7D | +7.2% | -4.6% | +11.7% | +8.1% |
| 30D | +20.4% | +8.3% | +12.1% | +17.5% |
| 3M | +23.9% | -11.6% | +35.5% | +27.4% |
| 6M | +93.0% | -33.6% | +126.7% | +138.4% |
| All | +93.0% | -34.5% | +127.5% | +138.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling