+134.3%
SN vs DG
+31.9%
+102.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | +1.4% | -2.5% | +3.8% | +2.2% |
| 30D | +16.6% | +7.7% | +8.9% | +13.7% |
| 3M | +18.3% | +13.1% | +5.2% | +13.1% |
| 6M | +103.1% | +32.0% | +71.0% | +83.6% |
| YTD | +96.7% | +3.3% | +93.4% | +93.5% |
| 1Y | +134.3% | +31.7% | +102.7% | +132.1% |
| All | +134.3% | +31.9% | +102.4% | +132.1% |
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