+50.1%
W vs SN
+681.9%
-631.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.6% | +2.9% |
| 7D | +3.3% | +7.6% | -4.3% | -0.9% |
| 30D | +10.5% | +24.1% | -13.5% | -2.3% |
| 3M | +9.6% | +23.7% | -14.1% | -3.4% |
| 6M | +76.4% | +105.5% | -29.1% | +17.1% |
| YTD | +16.4% | +105.1% | -88.7% | -23.2% |
| 1Y | +9.3% | +148.3% | -138.9% | -35.1% |
| 3Y | +172.8% | +438.7% | -265.9% | +48.2% |
| All | +50.1% | +681.9% | -631.8% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling