+319.5%
SN vs Z
-36.0%
+355.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | -9.3% | -3.0% | -6.3% | -8.4% |
| 30D | -4.8% | -4.2% | -0.6% | -3.8% |
| 3M | +40.4% | -3.7% | +44.1% | +41.1% |
| 6M | +50.9% | -24.5% | +75.5% | +63.6% |
| YTD | +54.9% | -49.3% | +104.2% | +89.3% |
| 1Y | +43.0% | -58.7% | +101.7% | +86.2% |
| 3Y | +391.8% | -34.1% | +426.0% | +400.0% |
| All | +319.5% | -36.0% | +355.6% | +316.6% |
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