+20.5%
XYZ vs SN
+137.4%
-116.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.8% |
| 7D | +12.1% | +7.2% | +5.0% | +9.7% |
| 30D | +12.4% | +20.4% | -8.0% | +6.1% |
| 3M | +8.2% | +23.9% | -15.7% | +1.2% |
| 6M | +20.7% | +93.0% | -72.4% | -1.4% |
| YTD | +31.3% | +99.2% | -67.9% | +1.1% |
| 1Y | +20.5% | +142.6% | -122.1% | -17.7% |
| All | +20.5% | +137.4% | -116.8% | -17.7% |
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