+78.2%
U vs SN
+425.1%
-346.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.3% |
| 30D | +7.6% | +16.6% | -9.0% | +1.7% |
| 3M | +12.7% | +18.3% | -5.6% | +5.4% |
| 6M | +87.0% | +103.1% | -16.1% | +41.2% |
| YTD | +13.6% | +96.7% | -83.1% | -14.8% |
| 1Y | +25.3% | +134.3% | -109.0% | -12.9% |
| All | +78.2% | +425.1% | -346.9% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling