-6.9%
DT vs SN
+140.3%
-147.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -7.5% | +7.6% | -15.1% | -8.8% |
| 30D | -31.5% | +22.4% | -54.0% | -34.1% |
| 3M | -14.0% | +21.7% | -35.7% | -17.2% |
| 6M | +6.9% | +102.8% | -96.0% | -2.3% |
| YTD | +0.3% | +102.4% | -102.1% | -7.6% |
| 1Y | -6.9% | +139.0% | -145.9% | -16.2% |
| All | -6.9% | +140.3% | -147.2% | -16.2% |
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