+439.5%
SN vs DG
-16.0%
+455.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.9% |
| 7D | +7.2% | +1.1% | +6.1% | +7.1% |
| 30D | +20.4% | +9.5% | +10.9% | +19.8% |
| 3M | +23.9% | +5.5% | +18.4% | +23.4% |
| 6M | +93.0% | +16.1% | +77.0% | +91.0% |
| YTD | +99.2% | +2.7% | +96.6% | +97.7% |
| 1Y | +142.6% | +42.1% | +100.5% | +143.9% |
| 3Y | +398.8% | +19.3% | +379.5% | +420.2% |
| All | +439.5% | -16.0% | +455.4% | +358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling