+257.6%
ALAB vs SN
+285.9%
-28.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.5% | -3.9% |
| 7D | +16.3% | +1.5% | +14.8% | +15.6% |
| 30D | -26.1% | +21.5% | -47.6% | -32.7% |
| 3M | -31.3% | +20.0% | -51.3% | -37.4% |
| 6M | -1.0% | +119.9% | -120.9% | -34.7% |
| YTD | +33.3% | +102.3% | -69.0% | -10.4% |
| 1Y | +53.5% | +148.0% | -94.4% | -7.3% |
| All | +257.6% | +285.9% | -28.3% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling