+50.9%
SN vs DG
-13.1%
+64.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -9.3% | +8.4% | -17.7% | -12.6% |
| 30D | -4.8% | +4.9% | -9.7% | -6.9% |
| 3M | +40.4% | +29.3% | +11.1% | +22.4% |
| 6M | +50.9% | -11.3% | +62.2% | +58.1% |
| All | +50.9% | -13.1% | +64.1% | +58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling