+319.5%
SN vs DD
+43.3%
+276.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | -9.3% | -3.5% | -5.8% | -7.3% |
| 30D | -4.8% | -10.3% | +5.5% | +1.5% |
| 3M | +40.4% | -7.5% | +48.0% | +46.7% |
| 6M | +50.9% | -8.0% | +59.0% | +57.3% |
| YTD | +54.9% | +10.5% | +44.5% | +43.7% |
| 1Y | +43.0% | +38.3% | +4.8% | +14.7% |
| 3Y | +391.8% | +42.5% | +349.3% | +263.6% |
| All | +319.5% | +43.3% | +276.2% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling