+9.5%
EW vs SN
+490.7%
-481.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -0.3% | -9.3% | +9.0% | +0.8% |
| 30D | +1.0% | -4.8% | +5.8% | +1.6% |
| 3M | +2.8% | +40.4% | -37.6% | -1.7% |
| 6M | +5.5% | +50.9% | -45.5% | -0.2% |
| YTD | +5.5% | +54.9% | -49.5% | -0.7% |
| 1Y | +11.0% | +43.0% | -32.0% | +5.3% |
| 3Y | +17.7% | +391.8% | -374.1% | +0.6% |
| All | +9.5% | +490.7% | -481.1% | -6.3% |
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