-27.3%
SPOT vs SN
+47.1%
-74.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.8% |
| 7D | -6.5% | -3.4% | -3.1% | -6.3% |
| 30D | +2.2% | -9.1% | +11.2% | +2.8% |
| 3M | +5.4% | +31.8% | -26.4% | +3.2% |
| 6M | -4.0% | +52.0% | -56.0% | -7.8% |
| YTD | -9.9% | +51.3% | -61.2% | -13.9% |
| 1Y | -27.3% | +46.9% | -74.1% | -23.8% |
| All | -27.3% | +47.1% | -74.4% | -23.8% |
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