+4.9%
SO vs SN
+137.4%
-132.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.1% |
| 7D | -1.5% | +7.2% | -8.6% | -1.5% |
| 30D | +8.1% | +20.4% | -12.3% | +8.0% |
| 3M | +0.2% | +23.9% | -23.7% | +0.1% |
| 6M | +0.4% | +93.0% | -92.7% | +0.5% |
| YTD | +8.5% | +99.2% | -90.7% | +8.8% |
| 1Y | +4.9% | +142.6% | -137.7% | +6.6% |
| All | +4.9% | +137.4% | -132.4% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling