+37.6%
IOT vs SN
+453.9%
-416.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +0.6% |
| 7D | -0.8% | -7.2% | +6.4% | +1.4% |
| 30D | -4.7% | -13.4% | +8.7% | -0.5% |
| 3M | +17.8% | +26.8% | -9.0% | +9.7% |
| 6M | +16.8% | +44.6% | -27.8% | +3.7% |
| YTD | +8.4% | +45.3% | -36.9% | -4.3% |
| 1Y | -0.8% | +40.1% | -40.9% | -11.8% |
| 3Y | +25.7% | +375.3% | -349.5% | -15.8% |
| All | +37.6% | +453.9% | -416.3% | -8.3% |
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