+132.3%
SN vs IRE
-98.0%
+230.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -33.9% | +33.0% | -0.2% |
| 7D | +3.8% | -57.1% | +61.0% | +5.6% |
| 30D | +17.5% | -84.4% | +102.0% | +22.5% |
| 3M | +19.2% | -85.0% | +104.2% | +23.7% |
| 6M | +84.9% | -95.2% | +180.2% | +95.5% |
| YTD | +94.0% | -93.9% | +188.0% | +98.1% |
| 1Y | +151.3% | -98.8% | +250.2% | +166.0% |
| All | +132.3% | -98.0% | +230.4% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling