+455.3%
SN vs DD
+69.0%
+386.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -2.9% | -0.4% |
| 7D | +7.6% | +9.8% | -2.2% | +1.5% |
| 30D | +24.1% | +19.3% | +4.7% | +11.5% |
| 3M | +23.7% | +9.4% | +14.3% | +16.8% |
| 6M | +105.5% | +4.8% | +100.7% | +98.1% |
| YTD | +105.1% | +30.2% | +74.9% | +71.8% |
| 1Y | +148.3% | +32.2% | +116.1% | +106.3% |
| 3Y | +438.7% | +93.1% | +345.6% | +260.3% |
| All | +455.3% | +69.0% | +386.3% | +268.7% |
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