+43.9%
IOT vs SN
+490.7%
-446.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.8% | +4.1% |
| 7D | -2.3% | -9.3% | +7.0% | +0.5% |
| 30D | +3.8% | -4.8% | +8.6% | +5.4% |
| 3M | +14.2% | +40.4% | -26.3% | +3.1% |
| 6M | +40.1% | +50.9% | -10.8% | +22.7% |
| YTD | +13.4% | +54.9% | -41.5% | -1.8% |
| 1Y | +12.2% | +43.0% | -30.9% | -1.0% |
| 3Y | +30.0% | +391.8% | -361.9% | -14.5% |
| All | +43.9% | +490.7% | -446.8% | -5.9% |
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 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