+19.6%
SW vs SN
+389.7%
-370.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -5.1% | -9.3% | +4.2% | -2.2% |
| 30D | -4.6% | -4.8% | +0.2% | -3.2% |
| 3M | +9.4% | +40.4% | -31.0% | -2.1% |
| 6M | +3.5% | +50.9% | -47.4% | -9.7% |
| YTD | +22.0% | +54.9% | -32.9% | +5.7% |
| 1Y | +2.2% | +43.0% | -40.8% | -10.2% |
| All | +19.6% | +389.7% | -370.1% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling