+448.1%
SN vs DAR
-26.2%
+474.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | +7.6% | -3.8% | +11.4% | +8.5% |
| 30D | +22.4% | -14.4% | +36.9% | +26.9% |
| 3M | +21.7% | -17.9% | +39.6% | +26.8% |
| 6M | +102.8% | -18.3% | +121.1% | +110.6% |
| YTD | +102.4% | +43.2% | +59.2% | +75.0% |
| 1Y | +139.0% | +57.7% | +81.3% | +99.9% |
| 3Y | +440.4% | +22.7% | +417.7% | +361.8% |
| All | +448.1% | -26.2% | +474.2% | +363.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling