+3.4%
EXC vs SN
+156.5%
-153.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.6% |
| 7D | +3.3% | +10.6% | -7.4% | +3.2% |
| 30D | +13.3% | +20.0% | -6.7% | +13.1% |
| 3M | +1.8% | +30.4% | -28.5% | +1.7% |
| 6M | +1.1% | +91.0% | -89.9% | +0.8% |
| YTD | +9.0% | +95.9% | -86.9% | +9.2% |
| 1Y | +3.4% | +158.9% | -155.5% | +8.0% |
| All | +3.4% | +156.5% | -153.1% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling