+71.1%
SPY vs SN
+681.9%
-610.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.9% |
| 7D | +0.1% | +7.6% | -7.6% | -1.1% |
| 30D | -3.3% | +24.1% | -27.4% | -6.6% |
| 3M | -2.4% | +23.7% | -26.1% | -5.8% |
| 6M | +2.6% | +105.5% | -103.0% | -9.1% |
| YTD | +11.2% | +105.1% | -93.9% | -1.8% |
| 1Y | +13.4% | +148.3% | -134.9% | -3.0% |
| 3Y | +79.9% | +438.7% | -358.8% | +43.3% |
| All | +71.1% | +681.9% | -610.8% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling