+439.5%
SN vs Z
-45.4%
+484.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.4% |
| 7D | +7.2% | -4.6% | +11.7% | +8.4% |
| 30D | +20.4% | +8.3% | +12.1% | +16.6% |
| 3M | +23.9% | -11.6% | +35.5% | +27.1% |
| 6M | +93.0% | -33.6% | +126.7% | +115.9% |
| YTD | +99.2% | -56.7% | +155.9% | +153.0% |
| 1Y | +142.6% | -59.1% | +201.7% | +213.5% |
| 3Y | +398.8% | -20.4% | +419.2% | +442.7% |
| All | +439.5% | -45.4% | +484.8% | +456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling