+0.7%
SPY vs SN
+99.0%
-98.3%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | -2.7% | +7.2% | -9.9% | -3.3% |
| 30D | -5.4% | +20.4% | -25.8% | -6.9% |
| 3M | -4.1% | +23.9% | -28.0% | -5.8% |
| 6M | +0.7% | +93.0% | -92.3% | -5.5% |
| All | +0.7% | +99.0% | -98.3% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling