+270.5%
GE vs SN
+671.3%
-400.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.3% |
| 7D | +2.7% | +1.5% | +1.1% | +2.3% |
| 30D | +8.1% | +21.5% | -13.4% | +3.8% |
| 3M | -7.9% | +20.0% | -27.9% | -11.5% |
| 6M | +12.9% | +119.9% | -107.0% | -4.8% |
| YTD | +8.2% | +102.3% | -94.1% | -7.6% |
| 1Y | +9.7% | +148.0% | -138.3% | -9.9% |
| 3Y | +266.1% | +450.0% | -183.9% | +179.6% |
| All | +270.5% | +671.3% | -400.8% | +181.0% |
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