+139.0%
SN vs DG
+41.0%
+98.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +7.6% | +5.2% | +2.4% | +5.8% |
| 30D | +22.4% | +7.9% | +14.5% | +19.4% |
| 3M | +21.7% | +12.7% | +8.9% | +16.6% |
| 6M | +102.8% | +22.4% | +80.4% | +87.8% |
| YTD | +102.4% | +5.4% | +97.0% | +98.0% |
| 1Y | +139.0% | +39.4% | +99.6% | +137.4% |
| All | +139.0% | +41.0% | +98.0% | +137.4% |
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