+620.7%
GEV vs SN
+184.4%
+436.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | -9.3% | +12.6% | +6.8% |
| 30D | -7.5% | -4.8% | -2.7% | -6.1% |
| 3M | -2.2% | +40.4% | -42.6% | -14.6% |
| 6M | +12.1% | +50.9% | -38.9% | -5.5% |
| YTD | +44.4% | +54.9% | -10.6% | +20.0% |
| 1Y | +57.7% | +43.0% | +14.6% | +34.6% |
| All | +620.7% | +184.4% | +436.3% | +372.3% |
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 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