+447.8%
SN vs DD
+67.5%
+380.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.2% |
| 7D | +1.5% | +5.0% | -3.4% | -1.3% |
| 30D | +21.5% | +19.7% | +1.8% | +8.9% |
| 3M | +20.0% | +7.2% | +12.9% | +14.7% |
| 6M | +119.9% | +1.0% | +118.9% | +116.8% |
| YTD | +102.3% | +29.1% | +73.2% | +70.3% |
| 1Y | +148.0% | +28.5% | +119.5% | +109.5% |
| 3Y | +450.0% | +89.4% | +360.6% | +269.8% |
| All | +447.8% | +67.5% | +380.3% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling