+309.7%
SN vs EFV
+82.6%
+227.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.2% |
| 7D | -3.4% | -0.5% | -2.9% | -2.8% |
| 30D | -9.1% | 0.0% | -9.1% | -9.1% |
| 3M | +31.8% | +8.4% | +23.4% | +19.2% |
| 6M | +52.0% | +12.3% | +39.7% | +31.9% |
| YTD | +51.3% | +17.4% | +33.9% | +24.4% |
| 1Y | +46.9% | +27.1% | +19.7% | +9.9% |
| 3Y | +394.9% | +90.7% | +304.2% | +118.8% |
| All | +309.7% | +82.6% | +227.0% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling