+455.3%
SN vs ES
+10.9%
+444.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +7.6% | -0.1% | +7.7% | +7.6% |
| 30D | +24.1% | +5.7% | +18.4% | +22.0% |
| 3M | +23.7% | -2.8% | +26.5% | +24.6% |
| 6M | +105.5% | +7.0% | +98.6% | +101.2% |
| YTD | +105.1% | +6.8% | +98.3% | +100.6% |
| 1Y | +148.3% | -0.5% | +148.7% | +146.1% |
| 3Y | +438.7% | +47.2% | +391.5% | +339.8% |
| All | +455.3% | +10.9% | +444.4% | +562.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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