+448.1%
SN vs ALM
+713.0%
-264.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.2% | +5.9% | -1.0% |
| 7D | +7.6% | -6.3% | +13.9% | +7.9% |
| 30D | +22.4% | -31.4% | +53.9% | +24.5% |
| 3M | +21.7% | -40.6% | +62.2% | +24.3% |
| 6M | +102.8% | -58.6% | +161.5% | +110.1% |
| YTD | +102.4% | -7.6% | +110.0% | +102.2% |
| 1Y | +139.0% | +13.8% | +125.1% | +136.2% |
| 3Y | +440.4% | +842.1% | -401.7% | +375.8% |
| All | +448.1% | +713.0% | -264.9% | +445.3% |
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