+323.8%
SN vs EAT
+475.8%
-152.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.1% |
| 7D | +0.1% | -4.9% | +5.0% | +1.7% |
| 30D | -5.6% | -1.2% | -4.4% | -5.9% |
| 3M | +48.1% | +52.2% | -4.2% | +27.5% |
| 6M | +57.6% | +65.0% | -7.4% | +31.3% |
| YTD | +56.5% | +55.0% | +1.5% | +32.6% |
| 1Y | +52.6% | +42.1% | +10.5% | +31.9% |
| 3Y | +412.0% | +614.7% | -202.7% | +192.5% |
| All | +323.8% | +475.8% | -152.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling