+200.9%
TER vs SN
+46.9%
+153.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +0.6% | -9.3% | +10.0% | +5.0% |
| 30D | -8.3% | -4.8% | -3.5% | -6.4% |
| 3M | -12.2% | +40.4% | -52.6% | -27.0% |
| 6M | +17.1% | +50.9% | -33.9% | -7.9% |
| YTD | +84.7% | +54.9% | +29.7% | +45.0% |
| All | +200.9% | +46.9% | +153.9% | +97.6% |
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