+421.8%
TPR vs SN
+384.9%
+36.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +7.4% |
| 7D | +13.9% | +3.8% | +10.0% | +12.3% |
| 30D | +14.9% | +17.5% | -2.6% | +8.4% |
| 3M | -15.4% | +19.2% | -34.6% | -21.1% |
| 6M | -4.5% | +84.9% | -89.4% | -25.0% |
| YTD | +6.0% | +94.0% | -88.0% | -19.0% |
| 1Y | +24.3% | +151.3% | -127.0% | -14.3% |
| All | +421.8% | +384.9% | +36.9% | +190.2% |
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