+309.7%
SN vs DTE
+32.2%
+277.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -9.1% | -0.5% | -8.5% | -8.9% |
| 3M | +31.8% | -6.0% | +37.8% | +34.1% |
| 6M | +52.0% | -7.2% | +59.2% | +55.2% |
| YTD | +51.3% | +7.2% | +44.1% | +46.9% |
| 1Y | +46.9% | +4.1% | +42.8% | +43.8% |
| 3Y | +394.9% | +46.9% | +348.1% | +302.2% |
| All | +309.7% | +32.2% | +277.4% | +373.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling