+16.2%
DIA vs SN
+47.1%
-31.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | -1.2% | -3.4% | +2.2% | -0.8% |
| 30D | -2.7% | -9.1% | +6.4% | -1.5% |
| 3M | +3.3% | +31.8% | -28.5% | -1.1% |
| 6M | +10.4% | +52.0% | -41.6% | +2.8% |
| YTD | +10.0% | +51.3% | -41.3% | +2.5% |
| 1Y | +16.2% | +46.9% | -30.7% | +7.3% |
| All | +16.2% | +47.1% | -31.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling