+17.8%
EXC vs SN
+490.7%
-472.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -1.1% |
| 7D | +0.3% | -9.3% | +9.6% | +0.3% |
| 30D | -3.7% | -4.8% | +1.1% | -3.7% |
| 3M | -1.3% | +40.4% | -41.7% | -1.5% |
| 6M | -9.7% | +50.9% | -60.7% | -10.0% |
| YTD | +2.9% | +54.9% | -52.0% | +2.6% |
| 1Y | +4.4% | +43.0% | -38.6% | +4.3% |
| 3Y | +22.2% | +391.8% | -369.6% | +15.8% |
| All | +17.8% | +490.7% | -472.9% | +12.3% |
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 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