+72.6%
IVV vs SN
+650.0%
-577.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.1% |
| 7D | +3.3% | +1.4% | +2.0% | +3.1% |
| 30D | -2.7% | +16.6% | -19.3% | -4.9% |
| 3M | -1.7% | +18.3% | -20.0% | -4.4% |
| 6M | +3.2% | +103.1% | -99.9% | -8.0% |
| YTD | +12.0% | +96.7% | -84.7% | -0.1% |
| 1Y | +12.1% | +134.3% | -122.2% | -2.8% |
| 3Y | +78.6% | +425.2% | -346.6% | +44.0% |
| All | +72.6% | +650.0% | -577.4% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling