+1,315.8%
BE vs SN
+490.7%
+825.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.7% |
| 7D | +20.0% | -9.3% | +29.3% | +23.8% |
| 30D | +7.9% | -4.8% | +12.7% | +9.3% |
| 3M | -13.2% | +40.4% | -53.6% | -24.3% |
| 6M | +53.5% | +50.9% | +2.5% | +30.0% |
| YTD | +191.0% | +54.9% | +136.1% | +143.6% |
| 1Y | +360.5% | +43.0% | +317.5% | +293.1% |
| 3Y | +1,568.0% | +391.8% | +1,176.2% | +956.2% |
| All | +1,315.8% | +490.7% | +825.2% | +796.0% |
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