+89.6%
IBM vs SN
+650.0%
-560.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +6.8% | +16.6% | -9.8% | +4.6% |
| 3M | +4.4% | +18.3% | -13.9% | +2.0% |
| 6M | +13.2% | +103.1% | -89.9% | +3.0% |
| YTD | -15.1% | +96.7% | -111.9% | -22.7% |
| 1Y | -20.2% | +134.3% | -154.5% | -28.7% |
| 3Y | +79.3% | +425.2% | -345.9% | +49.6% |
| All | +89.6% | +650.0% | -560.4% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling