+40.1%
SN vs ITOT
+16.9%
+23.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.0% |
| 7D | -7.2% | -2.0% | -5.2% | -4.2% |
| 30D | -13.4% | -2.0% | -11.4% | -10.6% |
| 3M | +26.8% | +4.5% | +22.2% | +18.2% |
| 6M | +44.6% | +12.6% | +31.9% | +17.5% |
| YTD | +45.3% | +12.0% | +33.3% | +19.2% |
| 1Y | +40.1% | +17.3% | +22.9% | +9.7% |
| All | +40.1% | +16.9% | +23.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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