-17.6%
TEAM vs SN
+671.3%
-688.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | -26.7% | +21.5% | -48.2% | -29.7% |
| 3M | -9.6% | +20.0% | -29.7% | -13.2% |
| 6M | +86.0% | +119.9% | -33.9% | +60.0% |
| YTD | -7.5% | +102.3% | -109.8% | -20.0% |
| 1Y | -1.4% | +148.0% | -149.3% | -18.3% |
| 3Y | -14.3% | +450.0% | -464.3% | -30.0% |
| All | -17.6% | +671.3% | -688.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling