-50.9%
ALB vs SN
+681.9%
-732.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -1.0% |
| 7D | +9.5% | +7.6% | +1.8% | +7.0% |
| 30D | -2.1% | +24.1% | -26.2% | -8.6% |
| 3M | -24.1% | +23.7% | -47.9% | -29.4% |
| 6M | -51.0% | +105.5% | -156.5% | -61.8% |
| YTD | -29.3% | +105.1% | -134.4% | -45.4% |
| 1Y | +3.2% | +148.3% | -145.1% | -25.3% |
| 3Y | -9.3% | +438.7% | -448.0% | -46.5% |
| All | -50.9% | +681.9% | -732.9% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling