+12.4%
IYR vs SN
+156.5%
-144.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +2.7% |
| 7D | +6.9% | +10.6% | -3.7% | +5.8% |
| 30D | +10.2% | +20.0% | -9.8% | +8.3% |
| 3M | -0.3% | +30.4% | -30.7% | -2.9% |
| 6M | +3.6% | +91.0% | -87.4% | -3.2% |
| YTD | +12.5% | +95.9% | -83.5% | +4.5% |
| 1Y | +12.4% | +158.9% | -146.4% | +3.9% |
| All | +12.4% | +156.5% | -144.0% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling