+24.5%
ALAB vs SN
+156.5%
-131.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.5% | -5.4% |
| 7D | -24.9% | +10.6% | -35.5% | -27.0% |
| 30D | -38.4% | +20.0% | -58.4% | -41.5% |
| 3M | -38.3% | +30.4% | -68.6% | -43.1% |
| 6M | +10.9% | +91.0% | -80.0% | -12.5% |
| YTD | +34.2% | +95.9% | -61.7% | -1.4% |
| 1Y | +24.5% | +158.9% | -134.4% | -18.9% |
| All | +24.5% | +156.5% | -131.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling