+432.7%
SN vs ET
+91.1%
+341.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +1.4% | +3.0% | -1.7% | -0.4% |
| 30D | +16.6% | -3.5% | +20.0% | +18.5% |
| 3M | +18.3% | -5.6% | +23.9% | +21.6% |
| 6M | +103.1% | +0.5% | +102.5% | +99.1% |
| YTD | +96.7% | +26.3% | +70.4% | +59.6% |
| 1Y | +134.3% | +25.7% | +108.7% | +90.4% |
| 3Y | +425.2% | +85.1% | +340.1% | +180.9% |
| All | +432.7% | +91.1% | +341.5% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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