+53.2%
UBER vs SN
+490.7%
-437.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -3.9% | -9.3% | +5.5% | -2.0% |
| 30D | +11.1% | -4.8% | +15.9% | +12.1% |
| 3M | +4.9% | +40.4% | -35.5% | -3.0% |
| 6M | -1.2% | +50.9% | -52.1% | -10.5% |
| YTD | -7.3% | +54.9% | -62.2% | -16.7% |
| 1Y | -17.6% | +43.0% | -60.7% | -25.0% |
| 3Y | +61.1% | +391.8% | -330.8% | +20.5% |
| All | +53.2% | +490.7% | -437.5% | +14.9% |
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 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