+158.9%
SN vs ALM
+44.8%
+114.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +3.0% | +4.0% |
| 7D | +10.6% | -6.4% | +17.0% | +11.1% |
| 30D | +20.0% | -35.0% | +55.0% | +23.4% |
| 3M | +30.4% | -33.8% | +64.2% | +33.4% |
| 6M | +91.0% | -55.0% | +146.0% | +100.9% |
| YTD | +95.9% | -0.2% | +96.2% | +102.9% |
| 1Y | +158.9% | +41.8% | +117.1% | +157.4% |
| All | +158.9% | +44.8% | +114.1% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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