+9.8%
U vs SN
+671.7%
-661.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | +24.4% | +7.6% | +16.8% | +21.6% |
| 30D | +7.4% | +22.4% | -15.1% | +0.8% |
| 3M | +16.8% | +21.7% | -4.9% | +9.3% |
| 6M | +78.8% | +102.8% | -24.1% | +41.2% |
| YTD | +14.0% | +102.4% | -88.4% | -11.3% |
| 1Y | +16.7% | +139.0% | -122.3% | -14.3% |
| 3Y | +86.4% | +440.4% | -354.0% | +11.2% |
| All | +9.8% | +671.7% | -661.8% | -34.7% |
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