+219.9%
TER vs SN
+490.7%
-270.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +0.6% | -9.3% | +10.0% | +4.2% |
| 30D | -8.3% | -4.8% | -3.5% | -6.8% |
| 3M | -12.2% | +40.4% | -52.6% | -23.3% |
| 6M | +17.1% | +50.9% | -33.9% | -0.6% |
| YTD | +84.7% | +54.9% | +29.7% | +55.4% |
| 1Y | +199.9% | +43.0% | +156.9% | +157.3% |
| 3Y | +232.8% | +391.8% | -159.1% | +128.8% |
| All | +219.9% | +490.7% | -270.8% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling