+398.8%
SN vs ABCL
+156.0%
+242.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -4.1% | +1.7% |
| 7D | +7.2% | -3.2% | +10.4% | +7.4% |
| 30D | +20.4% | -7.4% | +27.8% | +21.1% |
| 3M | +23.9% | +81.9% | -58.0% | +10.8% |
| 6M | +93.0% | +135.7% | -42.7% | +62.2% |
| YTD | +99.2% | +247.4% | -148.1% | +54.3% |
| 1Y | +142.6% | +162.3% | -19.7% | +96.2% |
| 3Y | +398.8% | +165.5% | +233.3% | +255.8% |
| All | +398.8% | +156.0% | +242.8% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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