+448.1%
SN vs EL
-33.8%
+481.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +7.6% | +7.6% | -0.1% | +5.1% |
| 30D | +22.4% | +15.7% | +6.8% | +16.9% |
| 3M | +21.7% | +30.5% | -8.9% | +11.2% |
| 6M | +102.8% | +32.5% | +70.3% | +83.7% |
| YTD | +102.4% | +9.4% | +93.0% | +91.6% |
| 1Y | +139.0% | +28.4% | +110.6% | +114.2% |
| 3Y | +440.4% | +4.4% | +435.9% | +356.8% |
| All | +448.1% | -33.8% | +481.9% | +365.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling