+67.0%
IVV vs SN
+639.7%
-572.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | -4.8% | +3.8% | -8.6% | -5.3% |
| 30D | -5.9% | +17.5% | -23.5% | -8.2% |
| 3M | -4.5% | +19.2% | -23.8% | -7.2% |
| 6M | +1.8% | +84.9% | -83.1% | -7.9% |
| YTD | +8.4% | +94.0% | -85.7% | -3.2% |
| 1Y | +9.4% | +151.3% | -141.9% | -6.2% |
| 3Y | +75.3% | +387.1% | -311.8% | +41.8% |
| All | +67.0% | +639.7% | -572.7% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling