+328.0%
SN vs ET
+97.4%
+230.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.8% |
| 7D | -3.4% | +0.6% | -4.0% | -3.8% |
| 30D | -9.1% | +5.3% | -14.4% | -12.0% |
| 3M | +31.8% | +15.6% | +16.1% | +19.6% |
| 6M | +52.0% | +20.6% | +31.4% | +32.4% |
| YTD | +51.3% | +38.5% | +12.8% | +18.0% |
| 1Y | +46.9% | +35.7% | +11.1% | +16.0% |
| All | +328.0% | +97.4% | +230.6% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling