+13.8%
SE vs SN
+659.6%
-645.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.4% |
| 7D | +2.0% | +7.2% | -5.2% | +0.6% |
| 30D | -20.0% | +20.4% | -40.4% | -23.0% |
| 3M | -31.8% | +23.9% | -55.7% | -34.8% |
| 6M | -15.9% | +93.0% | -108.9% | -26.7% |
| YTD | -40.6% | +99.2% | -139.9% | -48.8% |
| 1Y | -50.7% | +142.6% | -193.3% | -59.1% |
| 3Y | +70.3% | +398.8% | -328.5% | +33.4% |
| All | +13.8% | +659.6% | -645.7% | -10.9% |
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 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