+38.7%
UBER vs SN
+659.6%
-620.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | +5.1% | +7.2% | -2.1% | +3.6% |
| 30D | +0.2% | +20.4% | -20.2% | -3.6% |
| 3M | -2.7% | +23.9% | -26.6% | -7.1% |
| 6M | -13.4% | +93.0% | -106.4% | -25.2% |
| YTD | -16.1% | +99.2% | -115.3% | -28.5% |
| 1Y | -25.5% | +142.6% | -168.1% | -39.4% |
| 3Y | +42.5% | +398.8% | -356.3% | +3.5% |
| All | +38.7% | +659.6% | -620.9% | -1.3% |
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