+8.0%
U vs SN
+389.7%
-381.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -3.8% | -9.3% | +5.5% | -0.5% |
| 30D | +17.5% | -4.8% | +22.2% | +19.3% |
| 3M | +38.7% | +40.4% | -1.7% | +21.4% |
| 6M | +104.4% | +50.9% | +53.5% | +73.0% |
| YTD | -5.7% | +54.9% | -60.6% | -21.9% |
| 1Y | +3.7% | +43.0% | -39.3% | -12.0% |
| All | +8.0% | +389.7% | -381.7% | -44.6% |
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