+25.3%
IYR vs SN
+490.7%
-465.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.2% | -9.3% | +8.1% | -0.2% |
| 30D | -2.9% | -4.8% | +1.9% | -2.4% |
| 3M | +0.8% | +40.4% | -39.6% | -3.6% |
| 6M | +1.9% | +50.9% | -49.1% | -3.8% |
| YTD | +9.6% | +54.9% | -45.3% | +3.1% |
| 1Y | +8.1% | +43.0% | -34.9% | +2.5% |
| 3Y | +29.2% | +391.8% | -362.6% | +6.7% |
| All | +25.3% | +490.7% | -465.4% | +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 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