-18.3%
TEAM vs SN
+671.7%
-690.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -22.2% | +7.6% | -29.8% | -23.4% |
| 30D | -28.1% | +22.4% | -50.6% | -31.1% |
| 3M | -2.2% | +21.7% | -23.8% | -6.3% |
| 6M | +62.2% | +102.8% | -40.6% | +41.6% |
| YTD | -8.4% | +102.4% | -110.8% | -20.7% |
| 1Y | -6.6% | +139.0% | -145.6% | -22.0% |
| 3Y | -15.7% | +440.4% | -456.1% | -31.2% |
| All | -18.3% | +671.7% | -690.0% | -33.3% |
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