+289.1%
SN vs ET
+108.3%
+180.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -13.6% | +2.9% | -16.5% | -15.3% |
| 3M | +18.6% | +16.8% | +1.8% | +6.4% |
| 6M | +46.0% | +18.9% | +27.1% | +27.7% |
| YTD | +43.7% | +37.7% | +6.0% | +11.2% |
| 1Y | +39.2% | +32.4% | +6.7% | +10.9% |
| 3Y | +306.5% | +99.5% | +207.0% | +107.8% |
| All | +289.1% | +108.3% | +180.8% | +66.7% |
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