+447.8%
SN vs ABCL
+48.3%
+399.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +4.0% | +3.0% |
| 7D | +1.5% | -3.3% | +4.8% | +2.0% |
| 30D | +21.5% | -7.1% | +28.6% | +22.2% |
| 3M | +20.0% | +4.7% | +15.3% | +17.7% |
| 6M | +119.9% | +140.9% | -21.0% | +82.8% |
| YTD | +102.3% | +236.0% | -133.7% | +55.9% |
| 1Y | +148.0% | +217.4% | -69.4% | +92.5% |
| 3Y | +450.0% | +188.7% | +261.3% | +282.7% |
| All | +447.8% | +48.3% | +399.5% | +408.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling