+47.9%
UBER vs SN
+496.6%
-448.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.5% | -5.6% | +3.1% | -1.5% |
| 3M | +4.4% | +48.1% | -43.7% | -4.6% |
| 6M | -2.7% | +57.6% | -60.3% | -12.7% |
| YTD | -10.5% | +56.5% | -67.0% | -19.8% |
| 1Y | -22.5% | +52.6% | -75.1% | -30.5% |
| 3Y | +54.8% | +412.0% | -357.2% | +15.4% |
| All | +47.9% | +496.6% | -448.8% | +10.7% |
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 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