+43.2%
TER vs SN
+156.5%
-113.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -8.5% |
| 7D | -19.9% | +10.6% | -30.5% | -23.6% |
| 30D | -43.5% | +20.0% | -63.6% | -48.3% |
| 3M | -37.8% | +30.4% | -68.1% | -46.0% |
| 6M | -25.6% | +91.0% | -116.5% | -50.1% |
| YTD | +29.8% | +95.9% | -66.1% | -15.6% |
| 1Y | +43.2% | +158.9% | -115.7% | -19.9% |
| All | +43.2% | +156.5% | -113.3% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling