+323.8%
SN vs EME
+266.1%
+57.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | 0.0% |
| 7D | +0.1% | +5.2% | -5.0% | -1.9% |
| 30D | -5.6% | -5.4% | -0.2% | -3.8% |
| 3M | +48.1% | -6.1% | +54.2% | +49.9% |
| 6M | +57.6% | +9.7% | +48.0% | +48.7% |
| YTD | +56.5% | +26.6% | +29.9% | +38.1% |
| 1Y | +52.6% | +24.6% | +27.9% | +33.5% |
| 3Y | +412.0% | +249.6% | +162.4% | +211.6% |
| All | +323.8% | +266.1% | +57.6% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling