+22.9%
EXC vs SN
+671.7%
-648.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | +0.1% | +7.6% | -7.5% | 0.0% |
| 30D | +9.0% | +22.4% | -13.4% | +8.9% |
| 3M | +3.3% | +21.7% | -18.4% | +3.2% |
| 6M | +5.7% | +102.8% | -97.2% | +5.2% |
| YTD | +7.3% | +102.4% | -95.1% | +6.9% |
| 1Y | +2.9% | +139.0% | -136.0% | +2.5% |
| 3Y | +29.3% | +440.4% | -411.1% | +23.3% |
| All | +22.9% | +671.7% | -648.8% | +17.0% |
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 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