+12.3%
U vs SN
+659.6%
-647.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.7% |
| 7D | +36.6% | +7.2% | +29.4% | +33.7% |
| 30D | +13.3% | +20.4% | -7.1% | +6.9% |
| 3M | +26.2% | +23.9% | +2.3% | +17.4% |
| 6M | +88.7% | +93.0% | -4.3% | +51.4% |
| YTD | +16.6% | +99.2% | -82.7% | -8.8% |
| 1Y | +29.0% | +142.6% | -113.6% | -5.8% |
| 3Y | +99.5% | +398.8% | -299.3% | +20.6% |
| All | +12.3% | +659.6% | -647.2% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling