+43.0%
SN vs EFV
+30.7%
+12.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -9.3% | +1.5% | -10.8% | -11.0% |
| 30D | -4.8% | +1.7% | -6.5% | -6.9% |
| 3M | +40.4% | +8.6% | +31.8% | +25.9% |
| 6M | +50.9% | +11.7% | +39.3% | +28.6% |
| YTD | +54.9% | +19.3% | +35.7% | +22.2% |
| 1Y | +43.0% | +30.2% | +12.8% | +4.7% |
| All | +43.0% | +30.7% | +12.3% | +4.7% |
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