-6.7%
U vs SN
+496.6%
-503.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -0.6% | -5.6% | +5.0% | +1.1% |
| 3M | +48.4% | +48.1% | +0.4% | +29.9% |
| 6M | +115.4% | +57.6% | +57.7% | +83.6% |
| YTD | -3.2% | +56.5% | -59.7% | -18.1% |
| 1Y | -6.0% | +52.6% | -58.6% | -20.2% |
| 3Y | +13.5% | +412.0% | -398.5% | -26.9% |
| All | -6.7% | +496.6% | -503.4% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling