+29.3%
V vs SN
+156.5%
-127.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.4% |
| 7D | +9.0% | +10.6% | -1.7% | +7.9% |
| 30D | +18.1% | +20.0% | -1.9% | +16.1% |
| 3M | +18.3% | +30.4% | -12.0% | +15.5% |
| 6M | +34.1% | +91.0% | -56.9% | +27.0% |
| YTD | +25.2% | +95.9% | -70.7% | +17.9% |
| 1Y | +29.3% | +158.9% | -129.6% | +18.2% |
| All | +29.3% | +156.5% | -127.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling