+238.5%
TER vs SN
+389.7%
-151.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +0.6% | -9.3% | +10.0% | +4.8% |
| 30D | -8.3% | -4.8% | -3.5% | -6.6% |
| 3M | -12.2% | +40.4% | -52.6% | -25.1% |
| 6M | +17.1% | +50.9% | -33.9% | -3.4% |
| YTD | +84.7% | +54.9% | +29.7% | +50.7% |
| 1Y | +199.9% | +43.0% | +156.9% | +150.7% |
| All | +238.5% | +389.7% | -151.2% | +95.5% |
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