+432.7%
SN vs EME
+214.0%
+218.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +1.4% | +11.3% | -9.9% | -2.5% |
| 30D | +16.6% | -14.6% | +31.2% | +22.7% |
| 3M | +18.3% | -20.4% | +38.7% | +27.3% |
| 6M | +103.1% | -28.3% | +131.3% | +126.7% |
| YTD | +96.7% | +8.6% | +88.2% | +81.7% |
| 1Y | +134.3% | +3.2% | +131.1% | +120.9% |
| 3Y | +425.2% | +216.8% | +208.5% | +231.3% |
| All | +432.7% | +214.0% | +218.7% | +239.3% |
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