+447.8%
SN vs EL
-34.8%
+482.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.5% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | +21.5% | +10.0% | +11.5% | +17.9% |
| 3M | +20.0% | +28.4% | -8.4% | +10.3% |
| 6M | +119.9% | +37.1% | +82.9% | +97.0% |
| YTD | +102.3% | +7.8% | +94.5% | +92.4% |
| 1Y | +148.0% | +26.0% | +121.9% | +123.6% |
| 3Y | +450.0% | +3.8% | +446.2% | +366.9% |
| All | +447.8% | -34.8% | +482.6% | +367.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling