+7.7%
ITW vs SN
+476.8%
-469.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | -1.9% | -3.4% | +1.5% | -1.4% |
| 30D | -10.4% | -9.1% | -1.3% | -9.1% |
| 3M | +3.5% | +31.8% | -28.2% | -0.8% |
| 6M | -3.4% | +52.0% | -55.4% | -9.7% |
| YTD | +8.5% | +51.3% | -42.8% | +1.3% |
| 1Y | +3.2% | +46.9% | -43.6% | -3.5% |
| 3Y | +18.9% | +394.9% | -376.0% | +1.0% |
| All | +7.7% | +476.8% | -469.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling