+439.5%
SN vs ALLE
+63.3%
+376.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +7.2% | -0.6% | +7.8% | +7.5% |
| 30D | +20.4% | +25.3% | -4.9% | +4.4% |
| 3M | +23.9% | +10.3% | +13.6% | +16.3% |
| 6M | +93.0% | +38.0% | +55.0% | +56.2% |
| YTD | +99.2% | +17.8% | +81.5% | +75.7% |
| 1Y | +142.6% | +13.6% | +129.0% | +119.3% |
| 3Y | +398.8% | +89.2% | +309.6% | +222.5% |
| All | +439.5% | +63.3% | +376.2% | +283.7% |
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 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