+319.5%
SN vs ALC
-16.4%
+336.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.1% |
| 7D | -9.3% | -2.1% | -7.2% | -8.3% |
| 30D | -4.8% | -0.1% | -4.7% | -4.9% |
| 3M | +40.4% | +5.9% | +34.5% | +36.0% |
| 6M | +50.9% | -15.9% | +66.9% | +63.8% |
| YTD | +54.9% | -10.1% | +65.0% | +61.8% |
| 1Y | +43.0% | -10.2% | +53.2% | +49.1% |
| 3Y | +391.8% | -13.6% | +405.4% | +443.4% |
| All | +319.5% | -16.4% | +336.0% | +371.5% |
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