+260.9%
GE vs SN
+659.6%
-398.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.1% |
| 7D | +7.1% | +7.2% | -0.1% | +5.6% |
| 30D | +6.5% | +20.4% | -13.9% | +2.4% |
| 3M | -13.6% | +23.9% | -37.5% | -17.6% |
| 6M | +6.0% | +93.0% | -87.1% | -8.3% |
| YTD | +5.4% | +99.2% | -93.9% | -9.7% |
| 1Y | +6.5% | +142.6% | -136.1% | -12.1% |
| 3Y | +268.6% | +398.8% | -130.2% | +182.7% |
| All | +260.9% | +659.6% | -398.7% | +174.6% |
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