+81.0%
T vs SN
+671.3%
-590.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +2.5% | +1.5% | +1.0% | +2.5% |
| 30D | -3.8% | +21.5% | -25.3% | -3.7% |
| 3M | -8.7% | +20.0% | -28.8% | -8.7% |
| 6M | -8.1% | +119.9% | -128.0% | -7.9% |
| YTD | -6.4% | +102.3% | -108.8% | -6.2% |
| 1Y | -9.8% | +148.0% | -157.7% | -9.7% |
| 3Y | +65.5% | +450.0% | -384.5% | +55.9% |
| All | +81.0% | +671.3% | -590.3% | +70.2% |
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 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