+59.6%
T vs SN
+397.9%
-338.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -0.8% |
| 7D | +1.0% | +7.2% | -6.2% | +1.1% |
| 30D | -10.6% | +20.4% | -31.0% | -10.3% |
| 3M | -7.7% | +23.9% | -31.7% | -7.3% |
| 6M | -13.3% | +93.0% | -106.4% | -12.1% |
| YTD | -8.8% | +99.2% | -108.0% | -7.5% |
| 1Y | -8.4% | +142.6% | -151.0% | -6.9% |
| 3Y | +59.6% | +398.8% | -339.2% | +49.2% |
| All | +59.6% | +397.9% | -338.3% | +49.2% |
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