+138.6%
SN vs IRE
-97.2%
+235.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +39.6% | -36.9% | +1.7% |
| 7D | +7.2% | -27.2% | +34.4% | +7.4% |
| 30D | +20.4% | -75.1% | +95.5% | +23.8% |
| 3M | +23.9% | -77.9% | +101.8% | +27.2% |
| 6M | +93.0% | -94.6% | +187.6% | +104.1% |
| YTD | +99.2% | -91.5% | +190.8% | +101.5% |
| 1Y | +142.6% | -97.8% | +240.4% | +152.4% |
| All | +138.6% | -97.2% | +235.8% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling