+33.6%
ITW vs SN
+441.3%
-407.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.6% | +3.5% | -5.1% | -2.2% |
| 30D | +8.9% | +19.4% | -10.5% | +5.4% |
| 3M | -0.9% | +20.9% | -21.8% | -4.4% |
| 6M | +16.0% | +111.1% | -95.1% | +0.7% |
| YTD | +19.4% | +102.8% | -83.3% | +4.0% |
| 1Y | +20.7% | +146.2% | -125.5% | +1.5% |
| All | +33.6% | +441.3% | -407.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling