+90.6%
TER vs SN
+639.7%
-549.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.3% | -14.9% |
| 7D | -28.2% | +3.8% | -32.0% | -29.2% |
| 30D | -50.6% | +17.5% | -68.1% | -53.5% |
| 3M | -45.3% | +19.2% | -64.6% | -49.1% |
| 6M | -40.4% | +84.9% | -125.3% | -53.3% |
| YTD | +10.0% | +94.0% | -84.0% | -15.1% |
| 1Y | +13.6% | +151.3% | -137.7% | -19.4% |
| 3Y | +145.2% | +387.1% | -241.8% | +54.6% |
| All | +90.6% | +639.7% | -549.1% | +19.8% |
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