+40.1%
SN vs ET
+35.8%
+4.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -3.9% |
| 7D | -7.2% | +1.4% | -8.6% | -7.1% |
| 30D | -13.4% | +4.6% | -17.9% | -12.9% |
| 3M | +26.8% | +16.0% | +10.8% | +29.1% |
| 6M | +44.6% | +22.8% | +21.8% | +44.3% |
| YTD | +45.3% | +38.9% | +6.4% | +39.4% |
| 1Y | +40.1% | +34.1% | +6.0% | +34.7% |
| All | +40.1% | +35.8% | +4.3% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling