+27.1%
V vs SN
+143.5%
-116.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.4% |
| 7D | -0.8% | +7.6% | -8.4% | -1.6% |
| 30D | +9.5% | +24.1% | -14.5% | +7.1% |
| 3M | +16.7% | +23.7% | -7.0% | +14.0% |
| 6M | +32.9% | +105.5% | -72.6% | +24.4% |
| YTD | +21.1% | +105.1% | -84.0% | +12.6% |
| All | +27.1% | +143.5% | -116.4% | +14.8% |
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 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