+0.7%
DT vs SN
+48.4%
-47.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.6% |
| 3M | +20.0% | +48.1% | -28.1% | +17.1% |
| 6M | +28.0% | +57.6% | -29.6% | +24.3% |
| YTD | +16.0% | +56.5% | -40.5% | +13.4% |
| 1Y | +0.7% | +52.6% | -51.8% | +2.0% |
| All | +0.7% | +48.4% | -47.7% | +2.0% |
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 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