-45.3%
TE vs SN
+141.7%
-187.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -4.1% |
| 7D | -19.1% | +1.5% | -20.6% | -19.5% |
| 30D | -34.1% | +21.5% | -55.6% | -38.4% |
| 3M | -60.1% | +20.0% | -80.2% | -62.5% |
| 6M | -66.0% | +119.9% | -185.9% | -75.5% |
| YTD | -71.4% | +102.3% | -173.7% | -78.5% |
| 1Y | -45.3% | +148.0% | -193.3% | -63.6% |
| All | -45.3% | +141.7% | -187.0% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling