+85.4%
BE vs SN
+141.7%
-56.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.8% | -5.8% |
| 7D | +10.8% | +1.5% | +9.3% | +10.4% |
| 30D | -19.8% | +21.5% | -41.3% | -24.7% |
| 3M | -18.7% | +20.0% | -38.8% | -23.5% |
| 6M | -33.7% | +119.9% | -153.7% | -53.7% |
| YTD | +121.0% | +102.3% | +18.6% | +54.8% |
| 1Y | +85.4% | +148.0% | -62.6% | +32.0% |
| All | +85.4% | +141.7% | -56.3% | +32.0% |
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 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