-37.3%
DOW vs SN
+476.8%
-514.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | 0.0% |
| 7D | -6.0% | -3.4% | -2.6% | -5.5% |
| 30D | -2.7% | -9.1% | +6.3% | -1.4% |
| 3M | -10.5% | +31.8% | -42.2% | -15.2% |
| 6M | -12.4% | +52.0% | -64.5% | -20.2% |
| YTD | +30.0% | +51.3% | -21.3% | +18.1% |
| 1Y | +27.8% | +46.9% | -19.1% | +16.2% |
| 3Y | -34.9% | +394.9% | -429.9% | -50.2% |
| All | -37.3% | +476.8% | -514.1% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling