+448.1%
SN vs ALLE
+66.9%
+381.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | +22.4% | +25.9% | -3.5% | +5.9% |
| 3M | +21.7% | +14.9% | +6.8% | +11.4% |
| 6M | +102.8% | +42.1% | +60.7% | +61.3% |
| YTD | +102.4% | +20.4% | +82.0% | +76.2% |
| 1Y | +139.0% | +14.9% | +124.1% | +114.8% |
| 3Y | +440.4% | +90.1% | +350.3% | +248.3% |
| All | +448.1% | +66.9% | +381.2% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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