+289.1%
SN vs DTE
+28.9%
+260.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -7.3% | -2.6% | -4.7% | -6.5% |
| 30D | -13.6% | -4.4% | -9.2% | -12.4% |
| 3M | +18.6% | -8.3% | +26.9% | +21.6% |
| 6M | +46.0% | -8.1% | +54.0% | +49.4% |
| YTD | +43.7% | +4.4% | +39.3% | +40.7% |
| 1Y | +39.2% | +0.2% | +39.0% | +38.0% |
| 3Y | +306.5% | +42.6% | +263.9% | +235.7% |
| All | +289.1% | +28.9% | +260.2% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling