+8.6%
ALB vs SN
+156.5%
-147.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +4.4% |
| 7D | -2.1% | +10.6% | -12.7% | -4.1% |
| 30D | -9.0% | +20.0% | -29.0% | -12.6% |
| 3M | -21.1% | +30.4% | -51.5% | -26.1% |
| 6M | -49.9% | +91.0% | -140.9% | -58.6% |
| YTD | -32.3% | +95.9% | -128.2% | -45.8% |
| 1Y | +8.6% | +158.9% | -150.3% | -18.6% |
| All | +8.6% | +156.5% | -147.9% | -18.6% |
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