+432.7%
SN vs ALM
+662.0%
-229.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.7% |
| 7D | +1.4% | -4.0% | +5.4% | +1.6% |
| 30D | +16.6% | -30.5% | +47.1% | +18.5% |
| 3M | +18.3% | -46.9% | +65.2% | +21.5% |
| 6M | +103.1% | -65.5% | +168.6% | +112.3% |
| YTD | +96.7% | -13.4% | +110.1% | +97.2% |
| 1Y | +134.3% | +9.8% | +124.6% | +132.2% |
| 3Y | +425.2% | +783.1% | -357.9% | +363.9% |
| All | +432.7% | +662.0% | -229.4% | +431.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling