+870.0%
BE vs SN
+659.6%
+210.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.5% |
| 7D | -14.7% | +7.2% | -21.9% | -16.8% |
| 30D | -40.5% | +20.4% | -60.9% | -44.3% |
| 3M | -24.3% | +23.9% | -48.2% | -30.4% |
| 6M | -39.3% | +93.0% | -132.4% | -52.9% |
| YTD | +99.4% | +99.2% | +0.1% | +52.3% |
| 1Y | +26.6% | +142.6% | -116.0% | -9.6% |
| 3Y | +1,616.9% | +398.8% | +1,218.2% | +907.0% |
| All | +870.0% | +659.6% | +210.4% | +460.2% |
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