-39.9%
TE vs SN
+496.6%
-536.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.0% | +9.0% | +9.7% |
| 7D | +18.2% | +0.1% | +18.1% | +18.2% |
| 30D | -13.5% | -5.6% | -7.9% | -11.9% |
| 3M | -44.6% | +48.1% | -92.6% | -52.0% |
| 6M | -24.7% | +57.6% | -82.3% | -36.1% |
| YTD | -24.3% | +56.5% | -80.8% | -35.9% |
| 1Y | +155.6% | +52.6% | +103.0% | +116.6% |
| 3Y | -18.3% | +412.0% | -430.2% | -44.6% |
| All | -39.9% | +496.6% | -536.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling