+319.5%
SN vs ES
+12.1%
+307.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -9.3% | +0.3% | -9.6% | -9.4% |
| 30D | -4.8% | -2.0% | -2.8% | -4.3% |
| 3M | +40.4% | +1.7% | +38.7% | +39.7% |
| 6M | +50.9% | -3.5% | +54.5% | +52.1% |
| YTD | +54.9% | +7.9% | +47.0% | +51.2% |
| 1Y | +43.0% | +17.2% | +25.9% | +33.7% |
| 3Y | +391.8% | +29.3% | +362.5% | +353.2% |
| All | +319.5% | +12.1% | +307.4% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling