+67.6%
IVV vs SN
+659.6%
-592.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | -0.1% |
| 7D | -2.7% | +7.2% | -9.9% | -3.7% |
| 30D | -5.4% | +20.4% | -25.8% | -8.0% |
| 3M | -4.1% | +23.9% | -28.0% | -7.3% |
| 6M | +0.7% | +93.0% | -92.3% | -9.5% |
| YTD | +8.7% | +99.2% | -90.5% | -3.2% |
| 1Y | +11.0% | +142.6% | -131.6% | -4.3% |
| 3Y | +75.4% | +398.8% | -323.4% | +41.4% |
| All | +67.6% | +659.6% | -592.0% | +34.4% |
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 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