+398.8%
SN vs ALM
+825.4%
-426.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +2.6% |
| 7D | +7.2% | -6.7% | +13.9% | +7.5% |
| 30D | +20.4% | -32.9% | +53.3% | +22.4% |
| 3M | +23.9% | -39.5% | +63.4% | +26.3% |
| 6M | +93.0% | -62.0% | +155.0% | +100.3% |
| YTD | +99.2% | -7.8% | +107.1% | +100.0% |
| 1Y | +142.6% | +26.7% | +115.9% | +140.5% |
| 3Y | +398.8% | +825.4% | -426.6% | +385.0% |
| All | +398.8% | +825.4% | -426.6% | +385.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling