+455.3%
SN vs EFV
+80.9%
+374.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | -0.3% |
| 7D | +7.6% | +1.7% | +5.9% | +5.4% |
| 30D | +24.1% | +3.4% | +20.6% | +19.1% |
| 3M | +23.7% | -1.7% | +25.4% | +25.9% |
| 6M | +105.5% | +6.4% | +99.1% | +89.8% |
| YTD | +105.1% | +16.3% | +88.8% | +70.2% |
| 1Y | +148.3% | +22.9% | +125.4% | +92.9% |
| 3Y | +438.7% | +92.8% | +345.8% | +134.6% |
| All | +455.3% | +80.9% | +374.5% | +162.5% |
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 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