+289.1%
SN vs EME
+269.7%
+19.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.8% |
| 7D | -7.3% | +3.5% | -10.8% | -8.5% |
| 30D | -13.6% | -6.3% | -7.3% | -11.6% |
| 3M | +18.6% | -3.8% | +22.3% | +18.8% |
| 6M | +46.0% | +8.5% | +37.5% | +38.3% |
| YTD | +43.7% | +27.8% | +15.9% | +26.2% |
| 1Y | +39.2% | +22.2% | +17.0% | +23.0% |
| 3Y | +306.5% | +253.5% | +53.0% | +146.3% |
| All | +289.1% | +269.7% | +19.4% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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