+274.6%
GE vs SN
+681.9%
-407.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.2% |
| 7D | +6.3% | +7.6% | -1.4% | +4.7% |
| 30D | +8.9% | +24.1% | -15.2% | +4.1% |
| 3M | -9.2% | +23.7% | -32.9% | -13.3% |
| 6M | +13.2% | +105.5% | -92.3% | -3.3% |
| YTD | +9.4% | +105.1% | -95.7% | -6.8% |
| 1Y | +9.8% | +148.3% | -138.5% | -9.8% |
| 3Y | +278.2% | +438.7% | -160.5% | +188.1% |
| All | +274.6% | +681.9% | -407.3% | +183.4% |
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