+412.0%
SN vs VCLT
+12.2%
+399.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | -5.6% | -0.6% | -5.0% | -5.0% |
| 3M | +48.1% | -2.2% | +50.3% | +51.8% |
| 6M | +57.6% | -2.9% | +60.5% | +62.9% |
| YTD | +56.5% | -2.1% | +58.6% | +60.5% |
| 1Y | +52.6% | -2.6% | +55.1% | +57.4% |
| 3Y | +412.0% | +12.5% | +399.5% | +415.0% |
| All | +412.0% | +12.2% | +399.7% | +415.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling