+30.1%
XYZ vs SN
+140.1%
-110.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.6% |
| 3M | +8.4% | +20.9% | -12.5% | +2.1% |
| 6M | +17.2% | +111.1% | -94.0% | -6.6% |
| YTD | +31.7% | +102.8% | -71.1% | +1.0% |
| 1Y | +30.1% | +146.2% | -116.1% | -11.6% |
| All | +30.1% | +140.1% | -110.0% | -11.6% |
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