+139.0%
SN vs ALLE
+14.8%
+124.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.4% |
| 3M | +21.7% | +14.9% | +6.8% | +13.4% |
| 6M | +102.8% | +42.1% | +60.7% | +65.6% |
| YTD | +102.4% | +20.4% | +82.0% | +67.8% |
| 1Y | +139.0% | +14.9% | +124.1% | +110.9% |
| All | +139.0% | +14.8% | +124.1% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling