+33.9%
TSLA vs SN
+659.6%
-625.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.3% |
| 7D | -10.4% | +7.2% | -17.6% | -12.5% |
| 30D | -5.2% | +20.4% | -25.6% | -11.0% |
| 3M | +12.1% | +23.9% | -11.8% | +3.9% |
| 6M | -10.2% | +93.0% | -103.2% | -29.3% |
| YTD | -20.3% | +99.2% | -119.6% | -38.6% |
| 1Y | -19.7% | +142.6% | -162.3% | -42.5% |
| 3Y | +63.4% | +398.8% | -335.4% | +1.0% |
| All | +33.9% | +659.6% | -625.6% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling