+63.8%
EW vs SN
+441.3%
-377.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +6.5% | +3.5% | +3.0% | +5.9% |
| 30D | +22.5% | +19.4% | +3.0% | +19.3% |
| 3M | +13.0% | +20.9% | -7.9% | +9.6% |
| 6M | +37.1% | +111.1% | -74.0% | +22.3% |
| YTD | +24.1% | +102.8% | -78.7% | +10.8% |
| 1Y | +24.2% | +146.2% | -121.9% | +7.7% |
| All | +63.8% | +441.3% | -377.5% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling