+232.2%
TPR vs SN
+659.6%
-427.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.8% |
| 7D | +14.2% | +7.2% | +7.0% | +11.9% |
| 30D | +17.1% | +20.4% | -3.3% | +11.0% |
| 3M | -17.7% | +23.9% | -41.6% | -23.0% |
| 6M | -10.2% | +93.0% | -103.2% | -26.7% |
| YTD | +4.9% | +99.2% | -94.3% | -15.6% |
| 1Y | +36.1% | +142.6% | -106.5% | +3.5% |
| 3Y | +416.5% | +398.8% | +17.7% | +262.0% |
| All | +232.2% | +659.6% | -427.3% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling