-77.3%
TE vs SN
+671.3%
-748.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -4.0% |
| 7D | -19.1% | +1.5% | -20.6% | -19.4% |
| 30D | -34.1% | +21.5% | -55.6% | -38.1% |
| 3M | -60.1% | +20.0% | -80.2% | -62.5% |
| 6M | -66.0% | +119.9% | -185.9% | -74.0% |
| YTD | -71.4% | +102.3% | -173.7% | -77.8% |
| 1Y | -45.3% | +148.0% | -193.3% | -60.2% |
| 3Y | +9.1% | +450.0% | -440.9% | -33.6% |
| All | -77.3% | +671.3% | -748.6% | -86.1% |
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