+75.6%
ITOT vs SNY
-9.6%
+85.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -3.3% | +2.4% | -0.6% |
| 30D | -1.5% | -2.2% | +0.7% | -1.2% |
| 3M | +3.6% | -3.0% | +6.6% | +3.8% |
| 6M | +13.7% | +2.7% | +11.0% | +13.2% |
| YTD | +12.9% | -6.8% | +19.8% | +13.6% |
| 1Y | +17.2% | -5.3% | +22.4% | +17.5% |
| 3Y | +75.6% | -9.8% | +85.4% | +76.1% |
| All | +75.6% | -9.6% | +85.2% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling