+319.5%
SN vs ABCL
+47.5%
+272.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -9.3% | +0.7% | -10.0% | -9.4% |
| 30D | -4.8% | +93.1% | -97.9% | -15.5% |
| 3M | +40.4% | +79.4% | -39.0% | +24.7% |
| 6M | +50.9% | +214.9% | -163.9% | +20.1% |
| YTD | +54.9% | +234.2% | -179.3% | +20.5% |
| 1Y | +43.0% | +174.8% | -131.7% | +13.0% |
| 3Y | +391.8% | +104.5% | +287.4% | +288.7% |
| All | +319.5% | +47.5% | +272.0% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling