+27.7%
W vs SN
+490.7%
-463.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.1% |
| 7D | -4.2% | -9.3% | +5.2% | +1.3% |
| 30D | -7.6% | -4.8% | -2.8% | -5.1% |
| 3M | +37.2% | +40.4% | -3.3% | +13.0% |
| 6M | +26.3% | +50.9% | -24.6% | -0.4% |
| YTD | -1.0% | +54.9% | -55.9% | -23.1% |
| 1Y | +20.1% | +43.0% | -22.9% | -3.6% |
| 3Y | +37.8% | +391.8% | -354.0% | -8.3% |
| All | +27.7% | +490.7% | -463.0% | -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 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