+22.4%
SW vs SN
+639.7%
-617.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +4.7% | +3.8% | +0.8% | +3.6% |
| 30D | +5.0% | +17.5% | -12.5% | +0.4% |
| 3M | -7.3% | +19.2% | -26.6% | -12.0% |
| 6M | +15.0% | +84.9% | -70.0% | -3.2% |
| YTD | +18.5% | +94.0% | -75.5% | -1.6% |
| 1Y | +27.1% | +151.3% | -124.2% | -0.2% |
| 3Y | +49.3% | +387.1% | -337.7% | +14.3% |
| All | +22.4% | +639.7% | -617.4% | -5.0% |
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