+439.5%
SN vs EL
-35.8%
+475.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.4% | +2.0% |
| 7D | +7.2% | +0.8% | +6.4% | +6.8% |
| 30D | +20.4% | +16.5% | +3.9% | +14.7% |
| 3M | +23.9% | +29.2% | -5.3% | +13.6% |
| 6M | +93.0% | +27.9% | +65.1% | +76.8% |
| YTD | +99.2% | +6.2% | +93.0% | +90.3% |
| 1Y | +142.6% | +27.2% | +115.4% | +118.0% |
| 3Y | +398.8% | +3.2% | +395.6% | +325.0% |
| All | +439.5% | -35.8% | +475.2% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling