+432.7%
SN vs ITOT
+70.0%
+362.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.2% |
| 7D | +1.4% | +3.3% | -1.9% | -3.5% |
| 30D | +16.6% | -2.5% | +19.1% | +20.8% |
| 3M | +18.3% | -2.3% | +20.6% | +22.2% |
| 6M | +103.1% | +3.0% | +100.0% | +92.2% |
| YTD | +96.7% | +11.9% | +84.8% | +63.3% |
| 1Y | +134.3% | +12.0% | +122.3% | +94.5% |
| 3Y | +425.2% | +77.8% | +347.4% | +146.7% |
| All | +432.7% | +70.0% | +362.7% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling