+263.0%
SPOT vs SN
+490.7%
-227.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -3.0% |
| 7D | -0.9% | -9.3% | +8.4% | +0.3% |
| 30D | +12.5% | -4.8% | +17.3% | +13.1% |
| 3M | +9.9% | +40.4% | -30.5% | +4.5% |
| 6M | +1.6% | +50.9% | -49.4% | -4.7% |
| YTD | -6.6% | +54.9% | -61.5% | -12.9% |
| 1Y | -22.9% | +43.0% | -66.0% | -27.4% |
| 3Y | +244.3% | +391.8% | -147.6% | +201.2% |
| All | +263.0% | +490.7% | -227.6% | +216.5% |
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