+323.8%
SN vs ED
+26.1%
+297.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.2% |
| 7D | +0.1% | +0.5% | -0.4% | +0.2% |
| 30D | -5.6% | +1.1% | -6.7% | -5.4% |
| 3M | +48.1% | +4.6% | +43.4% | +49.3% |
| 6M | +57.6% | -2.0% | +59.6% | +57.2% |
| YTD | +56.5% | +11.7% | +44.8% | +59.3% |
| 1Y | +52.6% | +15.7% | +36.8% | +56.1% |
| 3Y | +412.0% | +34.4% | +377.6% | +375.7% |
| All | +323.8% | +26.1% | +297.6% | +375.1% |
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