-34.0%
DOW vs SN
+681.9%
-715.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.8% |
| 7D | -9.4% | +7.6% | -17.1% | -10.5% |
| 30D | +8.9% | +24.1% | -15.1% | +5.2% |
| 3M | +6.7% | +23.7% | -17.0% | +2.9% |
| 6M | -14.2% | +105.5% | -119.7% | -24.9% |
| YTD | +36.9% | +105.1% | -68.2% | +18.3% |
| 1Y | +45.8% | +148.3% | -102.5% | +19.9% |
| 3Y | -23.9% | +438.7% | -462.6% | -44.0% |
| All | -34.0% | +681.9% | -715.9% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling