-19.5%
IBM vs SN
+137.4%
-156.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -1.4% |
| 7D | -5.0% | +7.2% | -12.2% | -6.3% |
| 30D | +11.1% | +20.4% | -9.3% | +7.1% |
| 3M | +5.7% | +23.9% | -18.2% | +1.1% |
| 6M | +10.1% | +93.0% | -82.9% | -5.3% |
| YTD | -15.6% | +99.2% | -114.8% | -27.2% |
| 1Y | -19.5% | +142.6% | -162.1% | -32.5% |
| All | -19.5% | +137.4% | -156.9% | -32.5% |
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