-27.6%
TE vs SN
+419.0%
-446.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.7% |
| 7D | -4.0% | -9.3% | +5.4% | -0.4% |
| 30D | -15.9% | -4.8% | -11.1% | -14.3% |
| 3M | -60.5% | +40.4% | -101.0% | -66.0% |
| 6M | -35.2% | +50.9% | -86.2% | -46.0% |
| YTD | -31.1% | +54.9% | -86.1% | -43.6% |
| 1Y | +148.6% | +43.0% | +105.6% | +109.0% |
| All | -27.6% | +419.0% | -446.6% | -64.9% |
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