+447.8%
SN vs DAR
-19.8%
+467.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +1.5% | +11.6% | -10.0% | -1.2% |
| 30D | +21.5% | -10.2% | +31.7% | +24.5% |
| 3M | +20.0% | -14.8% | +34.9% | +24.1% |
| 6M | +119.9% | -10.1% | +130.0% | +122.8% |
| YTD | +102.3% | +55.5% | +46.8% | +71.4% |
| 1Y | +148.0% | +61.7% | +86.3% | +107.1% |
| 3Y | +450.0% | +37.2% | +412.8% | +354.6% |
| All | +447.8% | -19.8% | +467.6% | +353.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling