+450.0%
SN vs EL
+3.0%
+447.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.5% |
| 7D | +1.5% | +1.5% | 0.0% | +1.0% |
| 30D | +21.5% | +10.0% | +11.5% | +17.6% |
| 3M | +20.0% | +28.4% | -8.4% | +9.5% |
| 6M | +119.9% | +37.1% | +82.9% | +95.0% |
| YTD | +102.3% | +7.8% | +94.5% | +91.5% |
| 1Y | +148.0% | +26.0% | +121.9% | +120.9% |
| 3Y | +450.0% | +3.8% | +446.2% | +369.7% |
| All | +450.0% | +3.0% | +447.0% | +369.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling