+319.5%
SN vs EFV
+85.5%
+234.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | +40.4% | +8.6% | +31.8% | +26.7% |
| 6M | +50.9% | +11.7% | +39.3% | +31.8% |
| YTD | +54.9% | +19.3% | +35.7% | +24.9% |
| 1Y | +43.0% | +30.2% | +12.8% | +3.9% |
| 3Y | +391.8% | +91.6% | +300.2% | +116.4% |
| All | +319.5% | +85.5% | +234.0% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling