+136.3%
TER vs SN
+650.0%
-513.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.3% |
| 7D | +24.0% | +1.4% | +22.6% | +23.5% |
| 30D | -30.6% | +16.6% | -47.2% | -34.4% |
| 3M | -34.5% | +18.3% | -52.8% | -38.7% |
| 6M | -26.4% | +103.1% | -129.4% | -44.2% |
| YTD | +36.4% | +96.7% | -60.3% | +4.8% |
| 1Y | +47.4% | +134.3% | -86.9% | +7.1% |
| 3Y | +202.6% | +425.2% | -222.7% | +89.8% |
| All | +136.3% | +650.0% | -513.7% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling