+439.5%
SN vs VEU
+54.1%
+385.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.4% |
| 7D | +7.2% | -1.6% | +8.8% | +9.2% |
| 30D | +20.4% | -4.3% | +24.7% | +26.9% |
| 3M | +23.9% | -5.8% | +29.8% | +32.8% |
| 6M | +93.0% | -4.4% | +97.4% | +101.8% |
| YTD | +99.2% | +8.7% | +90.6% | +75.3% |
| 1Y | +142.6% | +12.6% | +130.0% | +103.7% |
| 3Y | +398.8% | +65.2% | +333.6% | +149.2% |
| All | +439.5% | +54.1% | +385.4% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling