+207.4%
ALAB vs SN
+280.0%
-72.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.0% |
| 7D | -26.3% | +7.2% | -33.5% | -28.7% |
| 30D | -50.1% | +20.4% | -70.5% | -54.4% |
| 3M | -42.5% | +23.9% | -66.4% | -48.5% |
| 6M | -10.8% | +93.0% | -103.9% | -37.4% |
| YTD | +14.6% | +99.2% | -84.6% | -22.5% |
| 1Y | +17.1% | +142.6% | -125.5% | -28.5% |
| All | +207.4% | +280.0% | -72.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling