+43.2%
W vs SN
+650.0%
-606.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -0.8% |
| 7D | -1.7% | +1.4% | -3.1% | -2.4% |
| 30D | +3.2% | +16.6% | -13.4% | -5.3% |
| 3M | +8.3% | +18.3% | -10.0% | -2.0% |
| 6M | +84.3% | +103.1% | -18.8% | +23.3% |
| YTD | +11.0% | +96.7% | -85.7% | -24.9% |
| 1Y | -0.2% | +134.3% | -134.6% | -38.8% |
| 3Y | +157.9% | +425.2% | -267.3% | +43.8% |
| All | +43.2% | +650.0% | -606.8% | -20.2% |
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