+3.6%
ITW vs SN
+41.3%
-37.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.4% | +1.3% |
| 7D | -2.4% | -7.2% | +4.8% | -0.9% |
| 30D | -9.5% | -13.4% | +3.8% | -7.0% |
| 3M | +6.6% | +26.8% | -20.1% | +1.4% |
| 6M | -1.8% | +44.6% | -46.3% | -9.6% |
| YTD | +9.0% | +45.3% | -36.3% | +0.1% |
| 1Y | +3.6% | +40.1% | -36.5% | -4.3% |
| All | +3.6% | +41.3% | -37.8% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling