+82.2%
V vs SN
+659.6%
-577.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | +2.2% | +7.2% | -5.0% | +1.5% |
| 30D | +13.6% | +20.4% | -6.8% | +11.7% |
| 3M | +14.3% | +23.9% | -9.6% | +12.0% |
| 6M | +33.1% | +93.0% | -60.0% | +25.3% |
| YTD | +21.2% | +99.2% | -78.0% | +13.5% |
| 1Y | +26.4% | +142.6% | -116.2% | +16.2% |
| 3Y | +77.6% | +398.8% | -321.2% | +57.7% |
| All | +82.2% | +659.6% | -577.3% | +61.7% |
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