+43.0%
SN vs DAR
+104.4%
-61.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -9.3% | +1.4% | -10.7% | -9.5% |
| 30D | -4.8% | +12.8% | -17.6% | -6.3% |
| 3M | +40.4% | +7.4% | +33.1% | +38.9% |
| 6M | +50.9% | +22.3% | +28.7% | +43.1% |
| YTD | +54.9% | +81.1% | -26.1% | +31.3% |
| 1Y | +43.0% | +106.5% | -63.5% | +15.5% |
| All | +43.0% | +104.4% | -61.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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