+6.4%
XYZ vs SN
+673.1%
-666.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.2% | +3.5% | -5.7% | -3.3% |
| 30D | +11.6% | +19.4% | -7.9% | +5.3% |
| 3M | +8.4% | +20.9% | -12.5% | +1.6% |
| 6M | +17.2% | +111.1% | -94.0% | -9.3% |
| YTD | +31.7% | +102.8% | -71.1% | +2.0% |
| 1Y | +30.1% | +146.2% | -116.1% | -6.0% |
| 3Y | +66.4% | +441.4% | -375.0% | -4.2% |
| All | +6.4% | +673.1% | -666.7% | -39.5% |
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