+37.4%
IOT vs SN
+447.8%
-410.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -4.5% | -7.3% | +2.7% | -2.4% |
| 30D | -2.4% | -13.6% | +11.2% | +1.9% |
| 3M | +19.0% | +18.6% | +0.4% | +13.1% |
| 6M | +19.6% | +46.0% | -26.3% | +5.9% |
| YTD | +8.3% | +43.7% | -35.4% | -4.1% |
| 1Y | -0.8% | +39.2% | -40.0% | -11.7% |
| 3Y | +24.4% | +306.5% | -282.1% | -16.1% |
| All | +37.4% | +447.8% | -410.5% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling