-31.8%
TE vs SN
+397.9%
-429.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.5% |
| 7D | -12.6% | +7.2% | -19.8% | -15.1% |
| 30D | -36.7% | +20.4% | -57.1% | -41.3% |
| 3M | -57.5% | +23.9% | -81.4% | -61.1% |
| 6M | -55.2% | +93.0% | -148.3% | -66.4% |
| YTD | -64.7% | +99.2% | -163.9% | -74.2% |
| 1Y | -35.9% | +142.6% | -178.5% | -56.9% |
| 3Y | -31.8% | +398.8% | -430.6% | -73.5% |
| All | -31.8% | +397.9% | -429.7% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling