+434.8%
SN vs DTE
+56.5%
+378.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +1.4% | +3.2% | -1.8% | +0.5% |
| 30D | +16.6% | +8.5% | +8.1% | +14.2% |
| 3M | +18.3% | +1.3% | +17.0% | +17.9% |
| 6M | +103.1% | -0.7% | +103.8% | +103.1% |
| YTD | +96.7% | +10.6% | +86.1% | +90.5% |
| 1Y | +134.3% | +2.6% | +131.7% | +131.6% |
| All | +434.8% | +56.5% | +378.3% | +347.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling