-12.8%
DT vs SN
+440.0%
-452.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.8% |
| 7D | +3.1% | +1.5% | +1.6% | +2.8% |
| 30D | -29.5% | +21.5% | -51.0% | -32.3% |
| 3M | -11.7% | +20.0% | -31.8% | -15.0% |
| 6M | +29.0% | +119.9% | -90.9% | +11.4% |
| YTD | +3.4% | +102.3% | -98.9% | -10.0% |
| 1Y | -4.2% | +148.0% | -152.2% | -20.0% |
| 3Y | -12.8% | +450.0% | -462.8% | -33.6% |
| All | -12.8% | +440.0% | -452.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling