+418.8%
BE vs SN
+48.4%
+370.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.2% |
| 7D | +29.8% | +0.1% | +29.6% | +29.7% |
| 30D | +26.4% | -5.6% | +32.0% | +28.7% |
| 3M | +9.3% | +48.1% | -38.7% | -11.4% |
| 6M | +105.1% | +57.6% | +47.4% | +59.4% |
| YTD | +219.0% | +56.5% | +162.5% | +146.1% |
| 1Y | +418.8% | +52.6% | +366.2% | +280.6% |
| All | +418.8% | +48.4% | +370.3% | +280.6% |
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