-40.9%
TSCO vs SN
+46.4%
-87.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | +0.8% | -9.3% | +10.1% | +2.9% |
| 30D | +5.5% | -4.8% | +10.2% | +6.4% |
| 3M | +20.0% | +40.4% | -20.5% | +10.4% |
| 6M | -29.8% | +50.9% | -80.7% | -36.6% |
| YTD | -28.7% | +54.9% | -83.6% | -36.3% |
| 1Y | -40.9% | +43.0% | -83.9% | -44.9% |
| All | -40.9% | +46.4% | -87.3% | -44.9% |
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