+119.9%
SN vs DTE
+0.3%
+119.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +1.5% | +3.4% | -1.9% | +0.6% |
| 30D | +21.5% | +8.9% | +12.6% | +19.5% |
| 3M | +20.0% | +1.1% | +19.0% | +19.5% |
| 6M | +119.9% | +0.1% | +119.8% | +121.0% |
| All | +119.9% | +0.3% | +119.6% | +121.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling