+319.5%
SN vs ED
+25.0%
+294.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.3% |
| 7D | -9.3% | -0.2% | -9.1% | -9.3% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +40.4% | +3.9% | +36.5% | +41.5% |
| 6M | +50.9% | -3.0% | +54.0% | +50.3% |
| YTD | +54.9% | +10.7% | +44.3% | +57.5% |
| 1Y | +43.0% | +13.3% | +29.7% | +45.9% |
| 3Y | +391.8% | +34.5% | +357.3% | +349.0% |
| All | +319.5% | +25.0% | +294.5% | +369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling