+282.7%
GE vs SN
+673.1%
-390.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.0% | +3.5% | +0.5% | +3.3% |
| 30D | +11.1% | +19.4% | -8.4% | +7.0% |
| 3M | -6.7% | +20.9% | -27.6% | -10.6% |
| 6M | +14.3% | +111.1% | -96.8% | -2.9% |
| YTD | +11.7% | +102.8% | -91.1% | -4.6% |
| 1Y | +10.9% | +146.2% | -135.3% | -8.7% |
| 3Y | +279.0% | +441.4% | -162.4% | +189.4% |
| All | +282.7% | +673.1% | -390.4% | +190.2% |
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