+401.0%
SN vs ALLE
+42.6%
+358.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.7% |
| 7D | -9.3% | -0.2% | -9.1% | -9.1% |
| 30D | -4.8% | -6.8% | +2.0% | -0.5% |
| 3M | +40.4% | +21.0% | +19.4% | +23.8% |
| 6M | +50.9% | +1.1% | +49.8% | +48.7% |
| YTD | +54.9% | -0.5% | +55.5% | +52.3% |
| 1Y | +43.0% | -7.3% | +50.3% | +46.9% |
| All | +401.0% | +42.6% | +358.4% | +300.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling