+23.1%
EXC vs SN
+673.1%
-650.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | +3.5% | -4.9% | -1.4% |
| 30D | +8.3% | +19.4% | -11.2% | +8.2% |
| 3M | +2.6% | +20.9% | -18.3% | +2.5% |
| 6M | +5.2% | +111.1% | -105.9% | +4.7% |
| YTD | +7.5% | +102.8% | -95.3% | +7.1% |
| 1Y | +3.2% | +146.2% | -143.0% | +2.7% |
| 3Y | +29.5% | +441.4% | -411.9% | +23.5% |
| All | +23.1% | +673.1% | -650.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling