+52.2%
EW vs SN
+397.9%
-345.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.9% |
| 7D | +11.0% | +7.2% | +3.8% | +9.9% |
| 30D | +19.1% | +20.4% | -1.3% | +15.8% |
| 3M | +14.4% | +23.9% | -9.6% | +10.6% |
| 6M | +22.8% | +93.0% | -70.3% | +10.9% |
| YTD | +19.8% | +99.2% | -79.4% | +7.3% |
| 1Y | +23.9% | +142.6% | -118.7% | +7.6% |
| 3Y | +52.2% | +398.8% | -346.6% | +16.4% |
| All | +52.2% | +397.9% | -345.7% | +16.4% |
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