+319.5%
SN vs ITOT
+73.1%
+246.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.5% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | -4.8% | 0.0% | -4.8% | -4.7% |
| 3M | +40.4% | +2.0% | +38.5% | +36.0% |
| 6M | +50.9% | +13.0% | +37.9% | +24.0% |
| YTD | +54.9% | +14.0% | +41.0% | +25.7% |
| 1Y | +43.0% | +19.9% | +23.1% | +6.7% |
| 3Y | +391.8% | +75.8% | +316.0% | +128.6% |
| All | +319.5% | +73.1% | +246.5% | +95.5% |
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