-48.0%
SE vs SN
+136.6%
-184.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.4% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -22.3% | +16.6% | -38.9% | -25.0% |
| 3M | -41.8% | +18.3% | -60.1% | -44.2% |
| 6M | -22.4% | +103.1% | -125.5% | -34.3% |
| YTD | -41.6% | +96.7% | -138.3% | -50.5% |
| 1Y | -48.0% | +134.3% | -182.4% | -55.1% |
| All | -48.0% | +136.6% | -184.6% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling