+2.8%
XYZ vs SN
+490.7%
-487.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.0% | -9.3% | +8.4% | +2.3% |
| 30D | -1.7% | -4.8% | +3.1% | -0.1% |
| 3M | +16.7% | +40.4% | -23.7% | +3.7% |
| 6M | +26.9% | +50.9% | -24.1% | +9.6% |
| YTD | +27.1% | +54.9% | -27.8% | +7.9% |
| 1Y | +9.3% | +43.0% | -33.8% | -5.3% |
| 3Y | +42.3% | +391.8% | -349.6% | -13.0% |
| All | +2.8% | +490.7% | -487.9% | -36.0% |
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