+451.3%
SN vs DRI
+68.4%
+383.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | -0.7% | +4.2% | +3.8% |
| 30D | +19.4% | +14.7% | +4.8% | +12.3% |
| 3M | +20.9% | +5.4% | +15.5% | +17.5% |
| 6M | +111.1% | +18.8% | +92.3% | +93.6% |
| YTD | +102.8% | +28.4% | +74.4% | +78.9% |
| 1Y | +146.2% | +37.7% | +108.5% | +110.1% |
| All | +451.3% | +68.4% | +383.0% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling