+643.2%
GEV vs SN
+187.3%
+455.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | -1.9% | -5.6% | +3.7% | -0.1% |
| 3M | +4.1% | +48.1% | -44.0% | -11.0% |
| 6M | +23.2% | +57.6% | -34.4% | +2.1% |
| YTD | +48.9% | +56.5% | -7.6% | +23.3% |
| 1Y | +62.2% | +52.6% | +9.6% | +35.1% |
| All | +643.2% | +187.3% | +455.9% | +385.3% |
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