+307.7%
SPOT vs SN
+681.9%
-374.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | +2.5% | +7.6% | -5.1% | +1.5% |
| 30D | +15.1% | +24.1% | -9.0% | +11.7% |
| 3M | +24.8% | +23.7% | +1.1% | +20.9% |
| 6M | +45.8% | +105.5% | -59.7% | +31.4% |
| YTD | +4.9% | +105.1% | -100.2% | -6.0% |
| 1Y | -1.3% | +148.3% | -149.5% | -14.2% |
| 3Y | +257.7% | +438.7% | -181.0% | +200.3% |
| All | +307.7% | +681.9% | -374.2% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling