+309.7%
SN vs DGX
+85.0%
+224.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.4% | -2.2% | -1.2% | -2.9% |
| 30D | -9.1% | -0.9% | -8.1% | -8.8% |
| 3M | +31.8% | +15.6% | +16.2% | +27.7% |
| 6M | +52.0% | +17.8% | +34.2% | +46.7% |
| YTD | +51.3% | +37.5% | +13.8% | +41.0% |
| 1Y | +46.9% | +31.2% | +15.7% | +38.0% |
| 3Y | +394.9% | +96.6% | +298.3% | +331.9% |
| All | +309.7% | +85.0% | +224.7% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling