+449.1%
SN vs ET
+91.4%
+357.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | +1.8% | +1.7% | +2.4% |
| 30D | +19.4% | -3.0% | +22.4% | +21.0% |
| 3M | +20.9% | -4.7% | +25.6% | +23.6% |
| 6M | +111.1% | +2.7% | +108.4% | +103.7% |
| YTD | +102.8% | +26.5% | +76.3% | +64.4% |
| 1Y | +146.2% | +25.0% | +121.2% | +101.0% |
| 3Y | +441.4% | +85.4% | +356.1% | +189.3% |
| All | +449.1% | +91.4% | +357.7% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling