+37.8%
ALAB vs SN
+140.1%
-102.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | +3.4% | +3.5% | -0.1% | +2.5% |
| 30D | -28.8% | +19.4% | -48.2% | -32.6% |
| 3M | -26.0% | +20.9% | -46.9% | -29.9% |
| 6M | +11.4% | +111.1% | -99.8% | -18.6% |
| YTD | +38.8% | +102.8% | -64.0% | -4.1% |
| 1Y | +37.8% | +146.2% | -108.4% | -17.4% |
| All | +37.8% | +140.1% | -102.2% | -17.4% |
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