+9.3%
ITOT vs SNY
+1.8%
+7.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.3% |
| 7D | -4.8% | +8.8% | -13.5% | -5.4% |
| 30D | -5.9% | +18.6% | -24.5% | -7.2% |
| 3M | -4.9% | +9.7% | -14.6% | -5.5% |
| 6M | +1.4% | +8.2% | -6.7% | +0.8% |
| YTD | +8.4% | +2.2% | +6.2% | +8.5% |
| 1Y | +9.3% | +1.0% | +8.3% | +9.8% |
| All | +9.3% | +1.8% | +7.5% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling