+43.7%
UBER vs SN
+476.8%
-433.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.1% |
| 7D | -7.0% | -3.4% | -3.6% | -6.4% |
| 30D | -8.9% | -9.1% | +0.2% | -7.3% |
| 3M | +1.0% | +31.8% | -30.8% | -5.3% |
| 6M | -3.7% | +52.0% | -55.8% | -13.0% |
| YTD | -13.0% | +51.3% | -64.3% | -21.5% |
| 1Y | -25.5% | +46.9% | -72.4% | -32.7% |
| 3Y | +50.5% | +394.9% | -344.5% | +13.0% |
| All | +43.7% | +476.8% | -433.1% | +8.4% |
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