+42.1%
U vs SN
+141.7%
-99.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +4.7% |
| 7D | +2.6% | +1.5% | +1.0% | +2.2% |
| 30D | +27.6% | +21.5% | +6.1% | +22.6% |
| 3M | +15.3% | +20.0% | -4.7% | +11.3% |
| 6M | +96.4% | +119.9% | -23.5% | +65.6% |
| YTD | +19.6% | +102.3% | -82.8% | +0.5% |
| 1Y | +42.1% | +148.0% | -105.9% | +9.2% |
| All | +42.1% | +141.7% | -99.6% | +9.2% |
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 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