+319.5%
SN vs VEU
+67.6%
+251.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.7% |
| 7D | -9.3% | +1.1% | -10.5% | -10.6% |
| 30D | -4.8% | +2.2% | -7.0% | -7.4% |
| 3M | +40.4% | +3.0% | +37.4% | +34.7% |
| 6M | +50.9% | +10.9% | +40.1% | +31.0% |
| YTD | +54.9% | +18.2% | +36.7% | +23.4% |
| 1Y | +43.0% | +28.3% | +14.8% | +1.9% |
| 3Y | +391.8% | +74.6% | +317.2% | +131.0% |
| All | +319.5% | +67.6% | +251.9% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling