+151.8%
TER vs SN
+397.9%
-246.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.5% |
| 7D | -20.5% | +7.2% | -27.7% | -22.9% |
| 30D | -47.0% | +20.4% | -67.4% | -51.3% |
| 3M | -43.3% | +23.9% | -67.2% | -48.9% |
| 6M | -42.9% | +93.0% | -136.0% | -58.6% |
| YTD | +12.9% | +99.2% | -86.4% | -19.4% |
| 1Y | +18.2% | +142.6% | -124.4% | -22.3% |
| 3Y | +151.8% | +398.8% | -247.0% | +16.9% |
| All | +151.8% | +397.9% | -246.1% | +16.9% |
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 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