+449.1%
SN vs DAR
-22.4%
+471.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.0% |
| 7D | +3.5% | +3.6% | -0.1% | +2.6% |
| 30D | +19.4% | -11.3% | +30.7% | +22.7% |
| 3M | +20.9% | -13.1% | +34.0% | +24.2% |
| 6M | +111.1% | -15.1% | +126.2% | +117.3% |
| YTD | +102.8% | +50.5% | +52.3% | +73.2% |
| 1Y | +146.2% | +57.9% | +88.3% | +106.7% |
| 3Y | +441.4% | +28.9% | +412.5% | +357.0% |
| All | +449.1% | -22.4% | +471.5% | +358.2% |
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