+3.5%
W vs SN
+140.1%
-136.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.4% | +3.5% | -10.9% | -9.7% |
| 30D | +7.8% | +19.4% | -11.6% | -5.1% |
| 3M | +10.9% | +20.9% | -10.0% | -3.9% |
| 6M | +86.4% | +111.1% | -24.7% | +7.5% |
| YTD | +14.0% | +102.8% | -88.8% | -33.8% |
| 1Y | +3.5% | +146.2% | -142.7% | -45.7% |
| All | +3.5% | +140.1% | -136.5% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling