+455.3%
SN vs DAR
-24.8%
+480.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.7% | +1.8% |
| 7D | +7.6% | -2.8% | +10.4% | +8.3% |
| 30D | +24.1% | -12.8% | +36.9% | +28.0% |
| 3M | +23.7% | -11.6% | +35.3% | +26.3% |
| 6M | +105.5% | -16.8% | +122.3% | +112.4% |
| YTD | +105.1% | +45.9% | +59.2% | +76.6% |
| 1Y | +148.3% | +61.5% | +86.8% | +106.4% |
| 3Y | +438.7% | +23.0% | +415.7% | +361.6% |
| All | +455.3% | -24.8% | +480.1% | +367.0% |
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