+23.2%
EXC vs SN
+681.9%
-658.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | 0.0% |
| 7D | -1.7% | +7.6% | -9.4% | -1.8% |
| 30D | +9.3% | +24.1% | -14.8% | +9.2% |
| 3M | +1.0% | +23.7% | -22.7% | +0.9% |
| 6M | +5.9% | +105.5% | -99.6% | +5.5% |
| YTD | +7.6% | +105.1% | -97.5% | +7.2% |
| 1Y | +2.4% | +148.3% | -145.9% | +2.0% |
| 3Y | +30.2% | +438.7% | -408.4% | +24.3% |
| All | +23.2% | +681.9% | -658.7% | +17.3% |
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 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