-22.9%
SPOT vs SN
+46.4%
-69.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.1% |
| 7D | -0.9% | -9.3% | +8.4% | -0.3% |
| 30D | +12.5% | -4.8% | +17.3% | +12.7% |
| 3M | +9.9% | +40.4% | -30.5% | +7.3% |
| 6M | +1.6% | +50.9% | -49.4% | -2.5% |
| YTD | -6.6% | +54.9% | -61.5% | -10.6% |
| 1Y | -22.9% | +43.0% | -66.0% | -19.4% |
| All | -22.9% | +46.4% | -69.3% | -19.4% |
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