+447.8%
SN vs DRI
+51.5%
+396.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +1.5% | +1.1% | +0.5% | +1.1% |
| 30D | +21.5% | +9.7% | +11.8% | +16.4% |
| 3M | +20.0% | +3.2% | +16.9% | +17.9% |
| 6M | +119.9% | +20.6% | +99.4% | +99.5% |
| YTD | +102.3% | +28.3% | +74.1% | +77.6% |
| 1Y | +148.0% | +34.5% | +113.5% | +112.4% |
| 3Y | +450.0% | +66.5% | +383.5% | +317.8% |
| All | +447.8% | +51.5% | +396.3% | +424.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling