+323.8%
SN vs DGX
+85.0%
+238.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -5.6% | -1.2% | -4.4% | -5.3% |
| 3M | +48.1% | +19.9% | +28.2% | +42.5% |
| 6M | +57.6% | +19.2% | +38.4% | +51.7% |
| YTD | +56.5% | +37.5% | +19.0% | +45.9% |
| 1Y | +52.6% | +31.3% | +21.3% | +43.3% |
| 3Y | +412.0% | +96.6% | +315.3% | +346.7% |
| All | +323.8% | +85.0% | +238.8% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling