+81.6%
V vs SN
+650.0%
-568.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -0.4% | +1.4% | -1.7% | -0.5% |
| 30D | +6.3% | +16.6% | -10.3% | +4.8% |
| 3M | +17.2% | +18.3% | -1.1% | +15.3% |
| 6M | +29.2% | +103.1% | -73.8% | +21.2% |
| YTD | +20.8% | +96.7% | -75.9% | +13.2% |
| 1Y | +25.0% | +134.3% | -109.3% | +15.3% |
| 3Y | +75.3% | +425.2% | -349.9% | +55.8% |
| All | +81.6% | +650.0% | -568.4% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling