+451.3%
SN vs EME
+219.6%
+231.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.0% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | +19.4% | -14.4% | +33.8% | +25.7% |
| 3M | +20.9% | -18.3% | +39.2% | +28.9% |
| 6M | +111.1% | -28.3% | +139.5% | +136.5% |
| YTD | +102.8% | +9.2% | +93.6% | +86.3% |
| 1Y | +146.2% | +4.3% | +141.9% | +130.5% |
| All | +451.3% | +219.6% | +231.7% | +252.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling