+94.7%
DE vs SN
+428.0%
-333.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.4% |
| 7D | +3.5% | +7.6% | -4.1% | +2.2% |
| 30D | +11.3% | +24.1% | -12.7% | +7.1% |
| 3M | +11.6% | +23.7% | -12.1% | +7.2% |
| 6M | +20.9% | +105.5% | -84.7% | +4.8% |
| YTD | +49.7% | +105.1% | -55.4% | +29.2% |
| 1Y | +49.5% | +148.3% | -98.8% | +24.2% |
| 3Y | +94.7% | +438.7% | -344.0% | +37.8% |
| All | +94.7% | +428.0% | -333.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling