+432.7%
SN vs ED
+39.0%
+393.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +1.4% | -1.7% | +3.1% | +1.2% |
| 30D | +16.6% | +10.7% | +5.9% | +18.4% |
| 3M | +18.3% | +11.6% | +6.6% | +20.3% |
| 6M | +103.1% | +13.5% | +89.6% | +107.2% |
| YTD | +96.7% | +23.1% | +73.6% | +103.2% |
| 1Y | +134.3% | +23.1% | +111.3% | +142.1% |
| 3Y | +425.2% | +47.9% | +377.3% | +383.1% |
| All | +432.7% | +39.0% | +393.6% | +505.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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