+447.8%
SN vs EAT
+413.3%
+34.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +1.5% | -4.0% | +5.5% | +2.8% |
| 30D | +21.5% | -2.9% | +24.4% | +22.0% |
| 3M | +20.0% | -16.9% | +36.9% | +25.8% |
| 6M | +119.9% | +57.0% | +63.0% | +85.4% |
| YTD | +102.3% | +38.2% | +64.1% | +76.4% |
| 1Y | +148.0% | +69.3% | +78.7% | +101.5% |
| 3Y | +450.0% | +483.0% | -33.0% | +232.1% |
| All | +447.8% | +413.3% | +34.5% | +253.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling