+68.2%
DE vs SN
+490.7%
-422.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +10.0% | -9.3% | +19.4% | +11.5% |
| 30D | +13.3% | -4.8% | +18.1% | +13.9% |
| 3M | +17.5% | +40.4% | -22.9% | +10.9% |
| 6M | +13.6% | +50.9% | -37.4% | +5.5% |
| YTD | +49.8% | +54.9% | -5.2% | +38.5% |
| 1Y | +47.9% | +43.0% | +4.8% | +37.9% |
| 3Y | +72.5% | +391.8% | -319.3% | +42.9% |
| All | +68.2% | +490.7% | -422.5% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling