+439.5%
SN vs VCLT
+8.5%
+431.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +7.2% | +0.3% | +6.9% | +6.9% |
| 30D | +20.4% | +3.7% | +16.7% | +16.3% |
| 3M | +23.9% | -1.0% | +24.9% | +25.1% |
| 6M | +93.0% | -3.4% | +96.4% | +99.9% |
| YTD | +99.2% | -2.6% | +101.9% | +105.1% |
| 1Y | +142.6% | -3.3% | +145.9% | +151.2% |
| 3Y | +398.8% | +17.3% | +381.5% | +381.0% |
| All | +439.5% | +8.5% | +431.0% | +424.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling