+248.5%
ALAB vs SN
+286.1%
-37.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -7.5% | +7.6% | -15.0% | -10.4% |
| 30D | -36.8% | +22.4% | -59.3% | -42.7% |
| 3M | -31.9% | +21.7% | -53.5% | -38.3% |
| 6M | +8.2% | +102.8% | -94.6% | -25.9% |
| YTD | +29.9% | +102.4% | -72.5% | -12.6% |
| 1Y | +24.4% | +139.0% | -114.5% | -23.3% |
| All | +248.5% | +286.1% | -37.5% | +45.1% |
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