+70.3%
SE vs SN
+397.9%
-327.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.6% |
| 7D | +2.0% | +7.2% | -5.2% | +0.2% |
| 30D | -20.0% | +20.4% | -40.4% | -23.8% |
| 3M | -31.8% | +23.9% | -55.7% | -35.7% |
| 6M | -15.9% | +93.0% | -108.9% | -29.7% |
| YTD | -40.6% | +99.2% | -139.9% | -51.1% |
| 1Y | -50.7% | +142.6% | -193.3% | -61.5% |
| 3Y | +70.3% | +398.8% | -328.5% | +7.2% |
| All | +70.3% | +397.9% | -327.6% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling