+44.6%
SO vs SN
+639.7%
-595.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +0.4% | +3.8% | -3.5% | +0.4% |
| 30D | +9.2% | +17.5% | -8.3% | +9.2% |
| 3M | +1.1% | +19.2% | -18.1% | +1.0% |
| 6M | -1.1% | +84.9% | -86.0% | -1.2% |
| YTD | +9.7% | +94.0% | -84.4% | +9.6% |
| 1Y | +5.5% | +151.3% | -145.9% | +5.4% |
| 3Y | +47.0% | +387.1% | -340.0% | +38.4% |
| All | +44.6% | +639.7% | -595.2% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling