+138.1%
TER vs SN
+673.1%
-535.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.2% |
| 7D | +5.9% | +3.5% | +2.4% | +4.8% |
| 30D | -30.8% | +19.4% | -50.2% | -35.1% |
| 3M | -29.9% | +20.9% | -50.9% | -34.9% |
| 6M | -27.5% | +111.1% | -138.6% | -45.7% |
| YTD | +37.5% | +102.8% | -65.3% | +4.6% |
| 1Y | +50.3% | +146.2% | -95.9% | +7.4% |
| 3Y | +204.9% | +441.4% | -236.5% | +89.3% |
| All | +138.1% | +673.1% | -535.0% | +47.6% |
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