+49.3%
SW vs SN
+384.9%
-335.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +4.7% | +3.8% | +0.8% | +3.3% |
| 30D | +5.0% | +17.5% | -12.5% | -0.9% |
| 3M | -7.3% | +19.2% | -26.6% | -13.3% |
| 6M | +15.0% | +84.9% | -70.0% | -8.1% |
| YTD | +18.5% | +94.0% | -75.5% | -7.1% |
| 1Y | +27.1% | +151.3% | -124.2% | -7.8% |
| All | +49.3% | +384.9% | -335.7% | -7.2% |
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