-41.7%
TE vs SN
+476.8%
-518.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.4% | -1.9% |
| 7D | +15.0% | -3.4% | +18.4% | +16.3% |
| 30D | -7.5% | -9.1% | +1.5% | -4.6% |
| 3M | -42.0% | +31.8% | -73.7% | -47.5% |
| 6M | -31.4% | +52.0% | -83.5% | -41.2% |
| YTD | -26.5% | +51.3% | -77.8% | -37.1% |
| 1Y | +153.1% | +46.9% | +106.2% | +117.3% |
| 3Y | -20.7% | +394.9% | -415.6% | -45.6% |
| All | -41.7% | +476.8% | -518.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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