+123.6%
TER vs SN
+671.3%
-547.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.3% |
| 7D | +14.4% | +1.5% | +12.8% | +13.8% |
| 30D | -30.6% | +21.5% | -52.1% | -35.4% |
| 3M | -39.2% | +20.0% | -59.2% | -43.4% |
| 6M | -31.3% | +119.9% | -151.2% | -49.4% |
| YTD | +29.1% | +102.3% | -73.2% | -1.8% |
| 1Y | +47.4% | +148.0% | -100.6% | +5.0% |
| 3Y | +191.2% | +450.0% | -258.8% | +80.8% |
| All | +123.6% | +671.3% | -547.7% | +38.6% |
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