+455.3%
SN vs ALM
+776.4%
-321.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.1% | +2.5% |
| 7D | +7.6% | +0.7% | +6.9% | +7.6% |
| 30D | +24.1% | -26.1% | +50.1% | +25.7% |
| 3M | +23.7% | -38.1% | +61.8% | +26.1% |
| 6M | +105.5% | -55.4% | +160.9% | +112.1% |
| YTD | +105.1% | -0.4% | +105.5% | +104.2% |
| 1Y | +148.3% | +25.4% | +122.9% | +144.4% |
| 3Y | +438.7% | +907.8% | -469.1% | +372.8% |
| All | +455.3% | +776.4% | -321.1% | +450.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling