+5.6%
IYR vs SN
+41.3%
-35.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | -0.6% |
| 7D | -2.8% | -7.2% | +4.4% | -2.2% |
| 30D | -2.5% | -13.4% | +10.8% | -1.4% |
| 3M | -3.0% | +26.8% | -29.8% | -5.4% |
| 6M | +1.6% | +44.6% | -43.0% | -2.6% |
| YTD | +7.3% | +45.3% | -38.0% | +2.9% |
| 1Y | +5.6% | +40.1% | -34.5% | +1.6% |
| All | +5.6% | +41.3% | -35.7% | +1.6% |
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