+309.7%
SN vs ET
+109.6%
+200.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.2% |
| 3M | +31.8% | +15.6% | +16.1% | +19.0% |
| 6M | +52.0% | +20.6% | +31.4% | +31.5% |
| YTD | +51.3% | +38.5% | +12.8% | +16.6% |
| 1Y | +46.9% | +35.7% | +11.1% | +14.7% |
| 3Y | +394.9% | +98.4% | +296.6% | +156.8% |
| All | +309.7% | +109.6% | +200.1% | +74.8% |
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