+439.5%
SN vs EMB
+24.4%
+415.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +7.2% | -0.1% | +7.3% | +7.4% |
| 30D | +20.4% | +1.3% | +19.1% | +17.4% |
| 3M | +23.9% | -2.2% | +26.2% | +30.0% |
| 6M | +93.0% | -2.3% | +95.4% | +103.6% |
| YTD | +99.2% | -0.6% | +99.9% | +103.8% |
| 1Y | +142.6% | +0.5% | +142.1% | +143.4% |
| 3Y | +398.8% | +29.4% | +369.4% | +284.5% |
| All | +439.5% | +24.4% | +415.1% | +303.7% |
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