+46.9%
SN vs VEU
+25.0%
+21.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.4% |
| 7D | -3.4% | +0.3% | -3.7% | -3.7% |
| 30D | -9.1% | +0.7% | -9.7% | -9.8% |
| 3M | +31.8% | +4.7% | +27.1% | +24.3% |
| 6M | +52.0% | +11.6% | +40.4% | +29.5% |
| YTD | +51.3% | +16.8% | +34.5% | +22.1% |
| 1Y | +46.9% | +24.9% | +22.0% | +11.7% |
| All | +46.9% | +25.0% | +21.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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