+43.1%
IWM vs SN
+659.6%
-616.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.4% |
| 7D | -2.0% | +7.2% | -9.2% | -3.5% |
| 30D | -1.5% | +20.4% | -21.8% | -5.3% |
| 3M | -8.0% | +23.9% | -31.9% | -12.4% |
| 6M | -4.1% | +93.0% | -97.1% | -17.5% |
| YTD | +11.9% | +99.2% | -87.3% | -4.8% |
| 1Y | +15.0% | +142.6% | -127.6% | -6.3% |
| 3Y | +64.2% | +398.8% | -334.6% | +20.3% |
| All | +43.1% | +659.6% | -616.5% | +4.3% |
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