+68.2%
DE vs SN
+673.1%
-604.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.3% | +3.5% | -1.2% | +1.7% |
| 30D | +9.3% | +19.4% | -10.1% | +6.5% |
| 3M | +12.2% | +20.9% | -8.7% | +8.8% |
| 6M | +18.1% | +111.1% | -93.0% | +4.5% |
| YTD | +49.8% | +102.8% | -53.0% | +32.9% |
| 1Y | +46.4% | +146.2% | -99.8% | +26.1% |
| 3Y | +92.5% | +441.4% | -348.9% | +53.3% |
| All | +68.2% | +673.1% | -604.9% | +33.6% |
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