+425.4%
SN vs ALLE
+64.8%
+360.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.8% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +17.5% | +20.6% | -3.0% | +4.4% |
| 3M | +19.2% | +11.4% | +7.8% | +11.3% |
| 6M | +84.9% | +42.5% | +42.4% | +46.6% |
| YTD | +94.0% | +18.9% | +75.2% | +70.2% |
| 1Y | +151.3% | +14.2% | +137.2% | +126.6% |
| 3Y | +387.1% | +90.7% | +296.4% | +213.5% |
| All | +425.4% | +64.8% | +360.6% | +271.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling