+309.7%
SN vs DD
+39.4%
+270.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -1.8% |
| 7D | -3.4% | -3.8% | +0.4% | -1.1% |
| 30D | -9.1% | -9.2% | +0.2% | -3.7% |
| 3M | +31.8% | -9.0% | +40.8% | +38.9% |
| 6M | +52.0% | -5.0% | +57.0% | +55.5% |
| YTD | +51.3% | +7.4% | +43.9% | +42.7% |
| 1Y | +46.9% | +35.1% | +11.7% | +19.4% |
| 3Y | +394.9% | +43.2% | +351.7% | +273.3% |
| All | +309.7% | +39.4% | +270.3% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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