+449.1%
SN vs ALC
-14.1%
+463.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.3% |
| 7D | +3.5% | -6.3% | +9.8% | +7.0% |
| 30D | +19.4% | +12.6% | +6.8% | +12.2% |
| 3M | +20.9% | -3.8% | +24.7% | +23.0% |
| 6M | +111.1% | +16.8% | +94.3% | +93.8% |
| YTD | +102.8% | -7.6% | +110.4% | +108.4% |
| 1Y | +146.2% | -5.9% | +152.1% | +150.6% |
| 3Y | +441.4% | +0.6% | +440.8% | +428.6% |
| All | +449.1% | -14.1% | +463.2% | +507.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling