-8.0%
DT vs SN
+496.6%
-504.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +2.7% | -5.6% | +8.3% | +3.7% |
| 3M | +20.0% | +48.1% | -28.1% | +12.6% |
| 6M | +28.0% | +57.6% | -29.6% | +18.4% |
| YTD | +16.0% | +56.5% | -40.5% | +7.3% |
| 1Y | +0.7% | +52.6% | -51.8% | -6.6% |
| 3Y | +6.2% | +412.0% | -405.8% | -17.1% |
| All | -8.0% | +496.6% | -504.7% | -27.3% |
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