+54.1%
SO vs SN
+440.0%
-385.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.2% |
| 7D | +1.4% | +1.5% | -0.2% | +1.4% |
| 30D | +4.7% | +21.5% | -16.8% | +5.0% |
| 3M | +1.7% | +20.0% | -18.3% | +2.0% |
| 6M | +2.2% | +119.9% | -117.8% | +3.6% |
| YTD | +10.0% | +102.3% | -92.3% | +11.4% |
| 1Y | +6.0% | +148.0% | -141.9% | +8.0% |
| 3Y | +54.1% | +450.0% | -395.9% | +48.6% |
| All | +54.1% | +440.0% | -385.9% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling