+450.0%
SN vs ED
+50.2%
+399.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +3.2% |
| 7D | +1.5% | +2.1% | -0.5% | +2.0% |
| 30D | +21.5% | +10.4% | +11.1% | +24.6% |
| 3M | +20.0% | +12.5% | +7.5% | +23.8% |
| 6M | +119.9% | +14.9% | +105.0% | +128.5% |
| YTD | +102.3% | +24.8% | +77.5% | +115.8% |
| 1Y | +148.0% | +23.8% | +124.2% | +164.1% |
| 3Y | +450.0% | +51.6% | +398.4% | +438.4% |
| All | +450.0% | +50.2% | +399.9% | +438.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling