-11.4%
TEAM vs SN
+397.9%
-409.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.7% | -18.8% | -16.8% |
| 7D | -19.8% | +7.2% | -27.0% | -21.4% |
| 30D | -21.5% | +20.4% | -41.9% | -25.5% |
| 3M | +39.5% | +23.9% | +15.6% | +31.4% |
| 6M | +73.1% | +93.0% | -20.0% | +45.8% |
| YTD | -5.2% | +99.2% | -104.5% | -21.8% |
| 1Y | -1.6% | +142.6% | -144.2% | -23.6% |
| 3Y | -11.4% | +398.8% | -410.2% | -41.1% |
| All | -11.4% | +397.9% | -409.4% | -41.1% |
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