+432.7%
SN vs ES
+13.6%
+419.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +16.6% | +8.2% | +8.4% | +13.9% |
| 3M | +18.3% | +0.6% | +17.7% | +17.9% |
| 6M | +103.1% | +6.0% | +97.1% | +99.4% |
| YTD | +96.7% | +9.3% | +87.4% | +91.2% |
| 1Y | +134.3% | +1.1% | +133.2% | +131.4% |
| 3Y | +425.2% | +51.9% | +373.3% | +323.8% |
| All | +432.7% | +13.6% | +419.1% | +531.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling