+309.7%
SN vs ALHC
+126.2%
+183.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.3% |
| 7D | -3.4% | -4.1% | +0.7% | -3.3% |
| 30D | -9.1% | -5.4% | -3.6% | -9.0% |
| 3M | +31.8% | -32.1% | +63.9% | +32.7% |
| 6M | +52.0% | -28.5% | +80.5% | +52.4% |
| YTD | +51.3% | -34.0% | +85.3% | +51.7% |
| 1Y | +46.9% | -20.9% | +67.8% | +47.7% |
| 3Y | +394.9% | +151.5% | +243.4% | +415.6% |
| All | +309.7% | +126.2% | +183.4% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling