-72.0%
TE vs SN
+659.6%
-731.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.7% |
| 7D | -12.6% | +7.2% | -19.8% | -14.6% |
| 30D | -36.7% | +20.4% | -57.1% | -40.4% |
| 3M | -57.5% | +23.9% | -81.4% | -60.4% |
| 6M | -55.2% | +93.0% | -148.3% | -64.4% |
| YTD | -64.7% | +99.2% | -163.9% | -72.4% |
| 1Y | -35.9% | +142.6% | -178.5% | -52.9% |
| 3Y | -31.8% | +398.8% | -430.6% | -58.2% |
| All | -72.0% | +659.6% | -731.5% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling