-14.3%
TEAM vs SN
+440.0%
-454.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -26.7% | +21.5% | -48.2% | -30.6% |
| 3M | -9.6% | +20.0% | -29.7% | -14.4% |
| 6M | +86.0% | +119.9% | -33.9% | +51.8% |
| YTD | -7.5% | +102.3% | -109.8% | -24.0% |
| 1Y | -1.4% | +148.0% | -149.3% | -23.8% |
| 3Y | -14.3% | +450.0% | -464.3% | -41.7% |
| All | -14.3% | +440.0% | -454.3% | -41.7% |
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