+145.3%
SU vs SN
+447.8%
-302.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.1% |
| 7D | +2.2% | -7.3% | +9.5% | +2.7% |
| 30D | +8.4% | -13.6% | +22.0% | +9.3% |
| 3M | +12.1% | +18.6% | -6.5% | +10.3% |
| 6M | +19.7% | +46.0% | -26.3% | +15.2% |
| YTD | +58.4% | +43.7% | +14.7% | +52.4% |
| 1Y | +67.2% | +39.2% | +28.1% | +61.1% |
| 3Y | +125.0% | +306.5% | -181.4% | +100.0% |
| All | +145.3% | +447.8% | -302.5% | +118.9% |
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