+24.2%
SW vs SN
+647.0%
-622.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +2.9% |
| 7D | +12.1% | +10.6% | +1.4% | +9.0% |
| 30D | +6.6% | +20.0% | -13.5% | +1.3% |
| 3M | -6.0% | +30.4% | -36.4% | -13.0% |
| 6M | +21.5% | +91.0% | -69.5% | +1.4% |
| YTD | +20.3% | +95.9% | -75.6% | -0.4% |
| 1Y | +28.1% | +158.9% | -130.7% | -0.1% |
| 3Y | +51.6% | +391.8% | -340.2% | +15.8% |
| All | +24.2% | +647.0% | -622.7% | -3.8% |
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