+319.5%
SN vs ALM
+1,654.8%
-1,335.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -9.3% | -2.6% | -6.7% | -9.2% |
| 30D | -4.8% | +32.0% | -36.8% | -6.3% |
| 3M | +40.4% | -15.0% | +55.5% | +40.9% |
| 6M | +50.9% | -10.1% | +61.1% | +50.3% |
| YTD | +54.9% | +99.4% | -44.5% | +49.5% |
| 1Y | +43.0% | +316.4% | -273.3% | +33.4% |
| 3Y | +391.8% | +2,022.0% | -1,630.2% | +329.9% |
| All | +319.5% | +1,654.8% | -1,335.3% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling