+398.8%
SN vs ALC
+2.3%
+396.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.8% |
| 7D | +7.2% | +4.9% | +2.3% | +4.5% |
| 30D | +20.4% | +19.0% | +1.4% | +10.0% |
| 3M | +23.9% | +7.8% | +16.1% | +18.9% |
| 6M | +93.0% | +14.6% | +78.5% | +79.2% |
| YTD | +99.2% | -4.4% | +103.7% | +101.2% |
| 1Y | +142.6% | +1.4% | +141.2% | +137.3% |
| 3Y | +398.8% | +2.5% | +396.3% | +392.0% |
| All | +398.8% | +2.3% | +396.5% | +392.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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