-5.7%
DT vs SN
+156.5%
-162.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -25.5% | +10.6% | -36.2% | -26.8% |
| 30D | -22.3% | +20.0% | -42.3% | -24.6% |
| 3M | +2.3% | +30.4% | -28.0% | -1.8% |
| 6M | +20.7% | +91.0% | -70.3% | +12.8% |
| YTD | +7.9% | +95.9% | -88.0% | +1.9% |
| 1Y | -5.7% | +158.9% | -164.6% | -11.2% |
| All | -5.7% | +156.5% | -162.2% | -11.2% |
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