+13.7%
SE vs SN
+639.7%
-626.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.5% |
| 7D | -1.2% | +3.8% | -5.0% | -1.9% |
| 30D | -21.7% | +17.5% | -39.2% | -24.2% |
| 3M | -34.2% | +19.2% | -53.4% | -36.6% |
| 6M | -10.5% | +84.9% | -95.4% | -21.3% |
| YTD | -40.7% | +94.0% | -134.8% | -48.6% |
| 1Y | -52.1% | +151.3% | -203.4% | -60.5% |
| 3Y | +68.9% | +387.1% | -318.2% | +33.0% |
| All | +13.7% | +639.7% | -626.0% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling