+439.5%
SN vs VIG
+55.0%
+384.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.4% |
| 7D | +7.2% | -1.8% | +9.0% | +10.6% |
| 30D | +20.4% | +2.7% | +17.7% | +14.3% |
| 3M | +23.9% | 0.0% | +23.9% | +23.7% |
| 6M | +93.0% | +6.8% | +86.3% | +70.6% |
| YTD | +99.2% | +12.1% | +87.2% | +61.5% |
| 1Y | +142.6% | +14.8% | +127.8% | +88.4% |
| 3Y | +398.8% | +62.4% | +336.4% | +131.6% |
| All | +439.5% | +55.0% | +384.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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