+299.4%
TPR vs SN
+389.7%
-90.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | -9.3% | +7.0% | +0.8% |
| 30D | -23.0% | -4.8% | -18.2% | -22.0% |
| 3M | -12.5% | +40.4% | -52.9% | -23.2% |
| 6M | -21.4% | +50.9% | -72.4% | -33.1% |
| YTD | -3.5% | +54.9% | -58.5% | -19.0% |
| 1Y | +17.4% | +43.0% | -25.7% | +1.0% |
| All | +299.4% | +389.7% | -90.2% | +149.3% |
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