+29.2%
TPR vs SN
+136.6%
-107.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | +15.1% | +16.6% | -1.5% | +9.8% |
| 3M | -13.4% | +18.3% | -31.7% | -18.1% |
| 6M | +1.4% | +103.1% | -101.7% | -21.9% |
| YTD | +4.8% | +96.7% | -92.0% | -19.0% |
| 1Y | +29.2% | +134.3% | -105.1% | -5.9% |
| All | +29.2% | +136.6% | -107.4% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling