+61.7%
V vs SN
+490.7%
-429.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -1.7% | -9.3% | +7.6% | -0.9% |
| 30D | +2.0% | -4.8% | +6.8% | +2.4% |
| 3M | +17.4% | +40.4% | -23.1% | +13.8% |
| 6M | +17.5% | +50.9% | -33.5% | +13.0% |
| YTD | +7.6% | +54.9% | -47.4% | +3.1% |
| 1Y | +7.7% | +43.0% | -35.3% | +3.8% |
| 3Y | +54.7% | +391.8% | -337.2% | +40.7% |
| All | +61.7% | +490.7% | -429.0% | +46.8% |
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 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