+71.5%
SPY vs SN
+671.3%
-599.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | +2.6% | +1.5% | +1.1% | +2.3% |
| 30D | -2.0% | +21.5% | -23.5% | -5.0% |
| 3M | -2.8% | +20.0% | -22.8% | -5.7% |
| 6M | +2.1% | +119.9% | -117.8% | -10.4% |
| YTD | +11.5% | +102.3% | -90.8% | -1.4% |
| 1Y | +13.5% | +148.0% | -134.5% | -3.0% |
| 3Y | +77.7% | +450.0% | -372.3% | +41.7% |
| All | +71.5% | +671.3% | -599.8% | +36.4% |
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 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