+30.6%
EW vs SN
+671.3%
-640.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.9% |
| 7D | +4.9% | +1.5% | +3.4% | +4.7% |
| 30D | +23.9% | +21.5% | +2.4% | +21.0% |
| 3M | +15.8% | +20.0% | -4.3% | +13.0% |
| 6M | +31.7% | +119.9% | -88.3% | +19.1% |
| YTD | +25.7% | +102.3% | -76.6% | +14.4% |
| 1Y | +24.4% | +148.0% | -123.6% | +10.5% |
| 3Y | +65.9% | +450.0% | -384.1% | +37.5% |
| All | +30.6% | +671.3% | -640.7% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling