+4.3%
DT vs SN
+46.4%
-42.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.3% | -9.3% | +6.0% | -1.9% |
| 30D | +2.0% | -4.8% | +6.8% | +2.9% |
| 3M | +20.0% | +40.4% | -20.4% | +17.7% |
| 6M | +39.3% | +50.9% | -11.7% | +36.0% |
| YTD | +19.8% | +54.9% | -35.2% | +17.4% |
| 1Y | +4.3% | +43.0% | -38.7% | +5.1% |
| All | +4.3% | +46.4% | -42.1% | +5.1% |
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