+323.8%
SN vs EMB
+27.0%
+296.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.5% |
| 30D | -5.6% | -0.5% | -5.1% | -4.6% |
| 3M | +48.1% | +0.3% | +47.7% | +47.5% |
| 6M | +57.6% | +1.2% | +56.5% | +55.2% |
| YTD | +56.5% | +1.5% | +55.0% | +53.3% |
| 1Y | +52.6% | +4.8% | +47.8% | +41.0% |
| 3Y | +412.0% | +30.4% | +381.6% | +273.6% |
| All | +323.8% | +27.0% | +296.7% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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