+305.6%
NET vs SN
+490.7%
-185.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -7.0% | -9.3% | +2.4% | -4.6% |
| 30D | -4.8% | -4.8% | 0.0% | -3.4% |
| 3M | +3.8% | +40.4% | -36.6% | -4.9% |
| 6M | +50.0% | +50.9% | -0.9% | +34.1% |
| YTD | +41.5% | +54.9% | -13.5% | +25.5% |
| 1Y | +32.8% | +43.0% | -10.2% | +19.9% |
| 3Y | +335.9% | +391.8% | -55.9% | +238.2% |
| All | +305.6% | +490.7% | -185.1% | +208.0% |
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 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