-20.2%
DOW vs SN
+440.0%
-460.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.8% |
| 7D | +5.2% | +1.5% | +3.7% | +4.9% |
| 30D | +13.2% | +21.5% | -8.3% | +9.1% |
| 3M | +10.1% | +20.0% | -10.0% | +6.1% |
| 6M | -13.1% | +119.9% | -133.0% | -26.9% |
| YTD | +46.1% | +102.3% | -56.2% | +23.2% |
| 1Y | +50.0% | +148.0% | -98.0% | +18.6% |
| 3Y | -20.2% | +450.0% | -470.2% | -49.0% |
| All | -20.2% | +440.0% | -460.2% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling