+430.5%
SN vs ALLE
+69.7%
+360.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.3% | +3.0% |
| 7D | +10.6% | +6.7% | +4.0% | +6.5% |
| 30D | +20.0% | +25.4% | -5.4% | +4.0% |
| 3M | +30.4% | +16.9% | +13.4% | +18.2% |
| 6M | +91.0% | +46.6% | +44.4% | +49.0% |
| YTD | +95.9% | +22.4% | +73.5% | +68.9% |
| 1Y | +158.9% | +17.7% | +141.2% | +129.1% |
| 3Y | +391.8% | +96.3% | +295.5% | +211.1% |
| All | +430.5% | +69.7% | +360.8% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling