+142.2%
SN vs EMB
+1.1%
+141.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +1.0% |
| 7D | +7.6% | +0.8% | +6.8% | +5.1% |
| 30D | +24.1% | +1.5% | +22.6% | +18.8% |
| 3M | +23.7% | -1.9% | +25.6% | +32.4% |
| 6M | +105.5% | -1.6% | +107.1% | +117.6% |
| YTD | +105.1% | 0.0% | +105.1% | +108.8% |
| All | +142.2% | +1.1% | +141.0% | +139.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling