+43.0%
SN vs EL
+14.8%
+28.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | -9.3% | +0.8% | -10.1% | -9.5% |
| 30D | -4.8% | +19.8% | -24.6% | -8.8% |
| 3M | +40.4% | +25.7% | +14.7% | +33.0% |
| 6M | +50.9% | +5.4% | +45.5% | +46.2% |
| YTD | +54.9% | +0.2% | +54.7% | +50.7% |
| 1Y | +43.0% | +20.4% | +22.6% | +34.0% |
| All | +43.0% | +14.8% | +28.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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