+80.8%
IBM vs SN
+490.7%
-409.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | -9.3% | +9.0% | +0.9% |
| 30D | +0.3% | -4.8% | +5.1% | +0.9% |
| 3M | -21.6% | +40.4% | -62.0% | -25.2% |
| 6M | -4.7% | +50.9% | -55.6% | -10.1% |
| YTD | -19.1% | +54.9% | -74.0% | -23.9% |
| 1Y | -2.5% | +43.0% | -45.5% | -7.7% |
| 3Y | +74.2% | +391.8% | -317.7% | +49.6% |
| All | +80.8% | +490.7% | -409.9% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling