+319.5%
SN vs EAT
+495.8%
-176.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -9.3% | 0.0% | -9.3% | -9.4% |
| 30D | -4.8% | +1.9% | -6.7% | -6.0% |
| 3M | +40.4% | +68.7% | -28.2% | +16.9% |
| 6M | +50.9% | +66.9% | -15.9% | +25.3% |
| YTD | +54.9% | +60.4% | -5.5% | +30.0% |
| 1Y | +43.0% | +44.0% | -1.0% | +23.3% |
| 3Y | +391.8% | +604.7% | -212.9% | +184.1% |
| All | +319.5% | +495.8% | -176.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling