+77.6%
V vs SN
+397.9%
-320.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | +2.2% | +7.2% | -5.0% | +1.4% |
| 30D | +13.6% | +20.4% | -6.8% | +11.3% |
| 3M | +14.3% | +23.9% | -9.6% | +11.5% |
| 6M | +33.1% | +93.0% | -60.0% | +23.6% |
| YTD | +21.2% | +99.2% | -78.0% | +11.7% |
| 1Y | +26.4% | +142.6% | -116.2% | +13.8% |
| 3Y | +77.6% | +398.8% | -321.2% | +49.4% |
| All | +77.6% | +397.9% | -320.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling