-13.3%
IBM vs SN
+156.5%
-169.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.9% |
| 7D | +0.4% | +10.6% | -10.2% | -1.6% |
| 30D | +14.8% | +20.0% | -5.2% | +10.6% |
| 3M | +8.9% | +30.4% | -21.4% | +2.8% |
| 6M | +12.4% | +91.0% | -78.5% | -3.3% |
| YTD | -12.4% | +95.9% | -108.3% | -24.6% |
| 1Y | -13.3% | +158.9% | -172.2% | -29.3% |
| All | -13.3% | +156.5% | -169.7% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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