+455.3%
SN vs EAT
+426.7%
+28.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.4% |
| 7D | +7.6% | -3.9% | +11.6% | +8.9% |
| 30D | +24.1% | +5.0% | +19.1% | +21.6% |
| 3M | +23.7% | -9.6% | +33.3% | +25.9% |
| 6M | +105.5% | +46.8% | +58.8% | +77.2% |
| YTD | +105.1% | +41.8% | +63.3% | +77.4% |
| 1Y | +148.3% | +98.3% | +50.0% | +91.4% |
| 3Y | +438.7% | +503.1% | -64.4% | +222.1% |
| All | +455.3% | +426.7% | +28.6% | +255.1% |
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