+146.2%
SN vs ALM
+14.6%
+131.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | +3.5% | -7.2% | +10.7% | +3.9% |
| 30D | +19.4% | -26.4% | +45.8% | +21.6% |
| 3M | +20.9% | -38.6% | +59.5% | +24.1% |
| 6M | +111.1% | -61.0% | +172.1% | +124.0% |
| YTD | +102.8% | -7.4% | +110.2% | +113.2% |
| 1Y | +146.2% | +14.0% | +132.2% | +156.4% |
| All | +146.2% | +14.6% | +131.6% | +156.4% |
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