+632.4%
GEV vs SN
+163.8%
+468.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +1.6% | -7.3% | +8.9% | +4.4% |
| 30D | -7.9% | -13.6% | +5.7% | -3.2% |
| 3M | +5.6% | +18.6% | -13.0% | -1.7% |
| 6M | +13.1% | +46.0% | -32.9% | -3.6% |
| YTD | +46.7% | +43.7% | +3.0% | +25.3% |
| 1Y | +51.3% | +39.2% | +12.1% | +30.2% |
| All | +632.4% | +163.8% | +468.7% | +393.2% |
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 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