+12.0%
SE vs SN
+650.0%
-638.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.3% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -22.3% | +16.6% | -38.9% | -24.7% |
| 3M | -41.8% | +18.3% | -60.1% | -43.9% |
| 6M | -22.4% | +103.1% | -125.5% | -33.0% |
| YTD | -41.6% | +96.7% | -138.3% | -49.5% |
| 1Y | -48.0% | +134.3% | -182.4% | -56.6% |
| 3Y | +63.9% | +425.2% | -361.4% | +28.9% |
| All | +12.0% | +650.0% | -638.0% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling