+65.1%
DE vs SN
+496.6%
-431.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +9.6% | -5.6% | +15.2% | +10.4% |
| 3M | +19.0% | +48.1% | -29.1% | +11.3% |
| 6M | +16.1% | +57.6% | -41.6% | +7.1% |
| YTD | +47.0% | +56.5% | -9.5% | +35.7% |
| 1Y | +43.1% | +52.6% | -9.4% | +32.2% |
| 3Y | +77.5% | +412.0% | -334.5% | +46.7% |
| All | +65.1% | +496.6% | -431.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling