+15.5%
SE vs SN
+671.7%
-656.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | 0.0% | +7.6% | -7.5% | -1.4% |
| 30D | -19.4% | +22.4% | -41.8% | -22.6% |
| 3M | -33.1% | +21.7% | -54.8% | -35.9% |
| 6M | -11.4% | +102.8% | -114.3% | -23.6% |
| YTD | -39.8% | +102.4% | -142.2% | -48.3% |
| 1Y | -50.5% | +139.0% | -189.4% | -58.8% |
| 3Y | +68.9% | +440.4% | -371.5% | +32.1% |
| All | +15.5% | +671.7% | -656.2% | -9.9% |
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