+158.9%
SN vs DG
+45.3%
+113.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.5% | -4.4% | +1.7% |
| 7D | +10.6% | +12.3% | -1.6% | +7.1% |
| 30D | +20.0% | +19.3% | +0.7% | +14.1% |
| 3M | +30.4% | +11.9% | +18.5% | +25.8% |
| 6M | +91.0% | +25.0% | +66.0% | +77.0% |
| YTD | +95.9% | +8.7% | +87.2% | +90.6% |
| 1Y | +158.9% | +44.7% | +114.2% | +169.3% |
| All | +158.9% | +45.3% | +113.6% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling