+293.4%
SN vs DG
-23.1%
+316.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.9% |
| 7D | -7.2% | -6.3% | -0.9% | -7.0% |
| 30D | -13.4% | +2.4% | -15.8% | -13.5% |
| 3M | +26.8% | +12.4% | +14.4% | +26.1% |
| 6M | +44.6% | -14.9% | +59.5% | +43.7% |
| YTD | +45.3% | -6.1% | +51.3% | +44.9% |
| 1Y | +40.1% | +17.9% | +22.2% | +41.0% |
| 3Y | +375.3% | +3.1% | +372.1% | +394.0% |
| All | +293.4% | -23.1% | +316.5% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling