+412.0%
SN vs DTE
+48.7%
+363.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | -5.6% | -1.9% | -3.7% | -5.2% |
| 3M | +48.1% | -3.3% | +51.4% | +49.2% |
| 6M | +57.6% | -7.1% | +64.8% | +60.3% |
| YTD | +56.5% | +8.1% | +48.4% | +52.7% |
| 1Y | +52.6% | +5.3% | +47.3% | +49.7% |
| 3Y | +412.0% | +48.2% | +363.8% | +352.3% |
| All | +412.0% | +48.7% | +363.3% | +352.3% |
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