+425.4%
SN vs ALC
-9.3%
+434.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +3.8% | +7.6% | -3.8% | -0.1% |
| 30D | +17.5% | +21.1% | -3.6% | +6.3% |
| 3M | +19.2% | +8.5% | +10.8% | +14.0% |
| 6M | +84.9% | +2.8% | +82.1% | +80.4% |
| YTD | +94.0% | -2.4% | +96.4% | +93.9% |
| 1Y | +151.3% | +3.5% | +147.9% | +143.3% |
| 3Y | +387.1% | +4.2% | +382.9% | +368.4% |
| All | +425.4% | -9.3% | +434.7% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling