+425.4%
SN vs ES
+14.8%
+410.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.6% |
| 7D | +3.8% | +5.9% | -2.1% | +2.2% |
| 30D | +17.5% | +10.2% | +7.3% | +14.3% |
| 3M | +19.2% | +0.4% | +18.8% | +19.0% |
| 6M | +84.9% | +6.9% | +78.1% | +81.2% |
| YTD | +94.0% | +10.5% | +83.5% | +88.1% |
| 1Y | +151.3% | +3.2% | +148.1% | +146.6% |
| 3Y | +387.1% | +49.0% | +338.0% | +299.4% |
| All | +425.4% | +14.8% | +410.6% | +520.9% |
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