+51.9%
DOW vs SN
+156.5%
-104.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -2.6% |
| 7D | -4.2% | +10.6% | -14.8% | -2.6% |
| 30D | +14.7% | +20.0% | -5.3% | +18.2% |
| 3M | +9.1% | +30.4% | -21.3% | +14.3% |
| 6M | -17.7% | +91.0% | -108.6% | -7.7% |
| YTD | +44.6% | +95.9% | -51.3% | +61.3% |
| 1Y | +51.9% | +158.9% | -107.0% | +63.3% |
| All | +51.9% | +156.5% | -104.6% | +63.3% |
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