+23.1%
EXC vs SN
+659.6%
-636.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -2.0% |
| 7D | -1.2% | +7.2% | -8.4% | -1.2% |
| 30D | +10.0% | +20.4% | -10.4% | +9.8% |
| 3M | +1.6% | +23.9% | -22.3% | +1.5% |
| 6M | +3.3% | +93.0% | -89.8% | +2.9% |
| YTD | +7.6% | +99.2% | -91.7% | +7.1% |
| 1Y | +3.5% | +142.6% | -139.1% | +3.1% |
| 3Y | +27.7% | +398.8% | -371.1% | +22.0% |
| All | +23.1% | +659.6% | -636.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling