+11.2%
SE vs SN
+673.1%
-661.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.8% | -3.7% |
| 7D | -7.7% | +3.5% | -11.2% | -8.4% |
| 30D | -22.8% | +19.4% | -42.3% | -25.6% |
| 3M | -43.7% | +20.9% | -64.7% | -46.0% |
| 6M | -12.8% | +111.1% | -123.9% | -25.3% |
| YTD | -42.0% | +102.8% | -144.8% | -50.2% |
| 1Y | -48.0% | +146.2% | -194.2% | -57.0% |
| 3Y | +62.7% | +441.4% | -378.7% | +27.2% |
| All | +11.2% | +673.1% | -661.9% | -13.2% |
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