+439.5%
SN vs ED
+38.1%
+401.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.4% |
| 7D | +7.2% | +1.6% | +5.5% | +7.4% |
| 30D | +20.4% | +13.3% | +7.1% | +22.7% |
| 3M | +23.9% | +9.7% | +14.2% | +25.7% |
| 6M | +93.0% | +12.8% | +80.3% | +96.8% |
| YTD | +99.2% | +22.3% | +76.9% | +105.6% |
| 1Y | +142.6% | +26.3% | +116.3% | +151.4% |
| 3Y | +398.8% | +45.0% | +353.8% | +363.5% |
| All | +439.5% | +38.1% | +401.3% | +513.0% |
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