+43.9%
UBER vs SN
+681.9%
-638.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.8% | +3.2% |
| 7D | +6.7% | +7.6% | -1.0% | +5.1% |
| 30D | -0.5% | +24.1% | -24.5% | -4.8% |
| 3M | -5.1% | +23.7% | -28.8% | -9.5% |
| 6M | -5.7% | +105.5% | -111.2% | -19.6% |
| YTD | -12.9% | +105.1% | -118.0% | -26.3% |
| 1Y | -22.6% | +148.3% | -170.9% | -37.3% |
| 3Y | +42.2% | +438.7% | -396.5% | +2.1% |
| All | +43.9% | +681.9% | -638.0% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling