+439.5%
SN vs EMB
+23.8%
+415.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% | +26.6% | +31.3% |
| 6M | +93.0% | -2.8% | +95.9% | +105.7% |
| YTD | +99.2% | -1.1% | +100.4% | +105.9% |
| 1Y | +142.6% | 0.0% | +142.6% | +145.8% |
| 3Y | +398.8% | +28.8% | +370.0% | +288.3% |
| All | +439.5% | +23.8% | +415.7% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling