-2.5%
IBM vs SN
+46.4%
-48.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | -9.3% | +9.0% | +1.3% |
| 30D | +0.3% | -4.8% | +5.1% | +1.0% |
| 3M | -21.6% | +40.4% | -62.0% | -26.1% |
| 6M | -4.7% | +50.9% | -55.6% | -12.0% |
| YTD | -19.1% | +54.9% | -74.0% | -24.7% |
| 1Y | -2.5% | +43.0% | -45.5% | -12.7% |
| All | -2.5% | +46.4% | -48.9% | -12.7% |
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