+158.9%
SN vs EFV
+25.8%
+133.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +0.3% |
| 7D | +10.6% | +2.9% | +7.8% | +6.9% |
| 30D | +20.0% | +3.6% | +16.4% | +15.0% |
| 3M | +30.4% | -0.1% | +30.5% | +30.3% |
| 6M | +91.0% | +9.6% | +81.4% | +67.3% |
| YTD | +95.9% | +17.0% | +79.0% | +56.6% |
| 1Y | +158.9% | +25.7% | +133.2% | +81.5% |
| All | +158.9% | +25.8% | +133.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling