+450.0%
SN vs ALM
+909.2%
-459.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +2.5% |
| 7D | +1.5% | +1.2% | +0.3% | +1.5% |
| 30D | +21.5% | -19.3% | +40.8% | +22.5% |
| 3M | +20.0% | -40.6% | +60.7% | +22.4% |
| 6M | +119.9% | -57.9% | +177.8% | +127.0% |
| YTD | +102.3% | -6.7% | +109.0% | +103.0% |
| 1Y | +148.0% | +20.2% | +127.8% | +146.3% |
| 3Y | +450.0% | +879.4% | -429.4% | +450.2% |
| All | +450.0% | +909.2% | -459.2% | +450.2% |
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